-30.7%
EFX vs SGI
+41.4%
-72.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.6% |
| 7D | -0.8% | -5.3% | +4.5% | +1.3% |
| 30D | +25.1% | -2.1% | +27.2% | +26.0% |
| 3M | +1.7% | -8.2% | +9.8% | +4.8% |
| 6M | +18.4% | -4.6% | +22.9% | +18.9% |
| YTD | -12.5% | -31.5% | +18.9% | -0.6% |
| 1Y | -8.1% | -30.8% | +22.7% | +4.0% |
| 3Y | +4.8% | +67.2% | -62.4% | -19.6% |
| All | -30.7% | +41.4% | -72.1% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling