+794.4%
EFX vs SGI
+2,083.6%
-1,289.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.5% | -6.9% | -6.5% |
| 7D | -8.6% | +8.5% | -17.2% | -10.2% |
| 30D | +0.1% | +0.7% | -0.6% | -0.1% |
| 3M | +3.8% | +0.6% | +3.2% | +3.4% |
| 6M | -13.5% | -17.9% | +4.4% | -10.7% |
| YTD | -17.7% | -21.2% | +3.5% | -14.4% |
| 1Y | -25.6% | -18.9% | -6.7% | -23.3% |
| 3Y | -12.1% | +52.6% | -64.7% | -20.4% |
| 5Y | -33.8% | +60.7% | -94.5% | -41.8% |
| 10Y | +45.1% | +278.1% | -233.0% | +0.2% |
| All | +794.4% | +2,083.6% | -1,289.1% | +246.6% |
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 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