+338.7%
ELF vs SGI
+337.7%
+1.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | +4.3% | -10.5% | +14.7% | +8.0% |
| 30D | +7.7% | +0.1% | +7.6% | +7.2% |
| 3M | +24.7% | -4.0% | +28.7% | +25.7% |
| 6M | +114.6% | -5.6% | +120.3% | +116.2% |
| YTD | +55.8% | -29.5% | +85.3% | +71.8% |
| 1Y | +51.9% | -31.5% | +83.4% | +69.0% |
| 3Y | +24.6% | +71.6% | -47.0% | -1.5% |
| 5Y | +279.2% | +50.5% | +228.7% | +198.2% |
| 10Y | +338.7% | +333.9% | +4.9% | +120.4% |
| All | +338.7% | +337.7% | +1.1% | +120.4% |
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