+449.2%
EEM vs SGI
+1,798.9%
-1,349.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +2.7% | -5.3% | +8.0% | +3.9% |
| 30D | -5.4% | -2.1% | -3.3% | -5.2% |
| 3M | -8.6% | -8.2% | -0.5% | -7.3% |
| 6M | -8.9% | -4.6% | -4.3% | -8.7% |
| YTD | +11.9% | -31.5% | +43.4% | +20.2% |
| 1Y | +13.1% | -30.8% | +43.9% | +21.1% |
| 3Y | +70.7% | +67.2% | +3.4% | +46.6% |
| 5Y | +31.8% | +42.5% | -10.7% | +13.1% |
| 10Y | +119.5% | +321.9% | -202.3% | +28.7% |
| All | +449.2% | +1,798.9% | -1,349.7% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling