+121.1%
EEM vs SGI
+319.5%
-198.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +2.7% | -5.3% | +8.0% | +3.8% |
| 30D | -5.4% | -2.1% | -3.3% | -5.3% |
| 3M | -8.6% | -8.2% | -0.5% | -7.5% |
| 6M | -8.9% | -4.6% | -4.3% | -8.7% |
| YTD | +11.9% | -31.5% | +43.4% | +19.1% |
| 1Y | +13.1% | -30.8% | +43.9% | +20.0% |
| 3Y | +70.7% | +67.2% | +3.4% | +50.1% |
| 5Y | +31.8% | +42.5% | -10.7% | +15.6% |
| All | +121.1% | +319.5% | -198.4% | +49.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling