+365.0%
EFA vs SGI
+2,083.6%
-1,718.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | +0.6% | +8.5% | -8.0% | -1.0% |
| 30D | +0.9% | +0.7% | +0.2% | +0.6% |
| 3M | +4.9% | +0.6% | +4.3% | +4.4% |
| 6M | +8.6% | -17.9% | +26.5% | +11.9% |
| YTD | +14.6% | -21.2% | +35.8% | +18.7% |
| 1Y | +22.6% | -18.9% | +41.5% | +26.0% |
| 3Y | +66.5% | +52.6% | +13.9% | +50.0% |
| 5Y | +54.5% | +60.7% | -6.2% | +34.2% |
| 10Y | +144.8% | +278.1% | -133.3% | +64.4% |
| All | +365.0% | +2,083.6% | -1,718.6% | +75.4% |
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 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