+341.4%
ELF vs SGI
+390.8%
-49.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.5% | +11.2% | +7.6% |
| 7D | +4.0% | +1.0% | +3.0% | +3.4% |
| 30D | +10.6% | +3.9% | +6.7% | +8.8% |
| 3M | +25.8% | -0.8% | +26.6% | +25.5% |
| 6M | +89.1% | -18.0% | +107.0% | +99.4% |
| YTD | +52.7% | -27.6% | +80.3% | +66.9% |
| 1Y | +51.7% | -27.2% | +79.0% | +65.4% |
| 3Y | +14.2% | +76.0% | -61.8% | -10.4% |
| 5Y | +270.7% | +50.0% | +220.7% | +192.1% |
| All | +341.4% | +390.8% | -49.4% | +119.2% |
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