+38.9%
EFX vs SGI
+266.5%
-227.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +0.7% |
| 7D | -11.1% | -4.9% | -6.2% | -10.1% |
| 30D | -7.4% | +1.6% | -9.0% | -7.8% |
| 3M | +1.5% | -3.2% | +4.7% | +1.9% |
| 6M | -13.7% | -16.0% | +2.3% | -10.9% |
| YTD | -21.9% | -25.4% | +3.6% | -17.1% |
| 1Y | -30.8% | -21.6% | -9.2% | -27.7% |
| 3Y | -12.4% | +52.9% | -65.2% | -22.0% |
| 5Y | -35.9% | +47.5% | -83.4% | -44.6% |
| All | +38.9% | +266.5% | -227.6% | -0.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling