+18.2%
EFA vs SGI
-21.0%
+39.2%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -1.5% | -4.5% | +2.9% | -0.6% |
| 30D | -1.7% | +4.2% | -5.8% | -2.5% |
| 3M | +3.5% | -7.4% | +10.9% | +4.9% |
| 6M | +9.5% | -15.1% | +24.5% | +11.7% |
| YTD | +12.9% | -24.7% | +37.6% | +16.4% |
| 1Y | +18.2% | -21.8% | +40.0% | +22.7% |
| All | +18.2% | -21.0% | +39.2% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling