+87.7%
EEM vs SGI
+55.1%
+32.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | +2.0% | +0.6% | +1.4% | +1.8% |
| 30D | +5.1% | +5.5% | -0.5% | +3.7% |
| 3M | +4.6% | -3.6% | +8.2% | +5.1% |
| 6M | +17.8% | -15.0% | +32.8% | +20.8% |
| YTD | +25.8% | -23.0% | +48.8% | +31.2% |
| 1Y | +36.4% | -18.4% | +54.8% | +40.3% |
| All | +87.7% | +55.1% | +32.6% | +68.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling