+347.1%
EFA vs SGI
+1,798.9%
-1,451.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.1% |
| 7D | +2.2% | -5.3% | +7.6% | +3.3% |
| 30D | +1.4% | -2.1% | +3.4% | +1.6% |
| 3M | -4.2% | -8.2% | +4.0% | -2.9% |
| 6M | +1.9% | -4.6% | +6.5% | +2.2% |
| YTD | +10.2% | -31.5% | +41.6% | +16.8% |
| 1Y | +12.8% | -30.8% | +43.6% | +19.3% |
| 3Y | +65.2% | +67.2% | -2.0% | +46.5% |
| 5Y | +49.8% | +42.5% | +7.3% | +32.9% |
| 10Y | +145.2% | +321.9% | -176.7% | +62.4% |
| All | +347.1% | +1,798.9% | -1,451.8% | +72.7% |
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 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