+51.7%
ELF vs SGI
-23.3%
+75.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.5% | +11.2% | +7.4% |
| 7D | +4.0% | +1.0% | +3.0% | +3.3% |
| 30D | +10.6% | +3.9% | +6.7% | +8.7% |
| 3M | +25.8% | -0.8% | +26.6% | +25.5% |
| 6M | +89.1% | -18.0% | +107.0% | +98.9% |
| YTD | +52.7% | -27.6% | +80.3% | +64.3% |
| 1Y | +51.7% | -27.2% | +79.0% | +62.4% |
| All | +51.7% | -23.3% | +75.0% | +62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling