+16.7%
ELF vs SGI
+66.8%
-50.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.0% | -1.2% | -3.1% |
| 7D | +3.4% | -10.7% | +14.0% | +7.5% |
| 30D | +5.0% | -3.6% | +8.5% | +5.8% |
| 3M | +22.6% | -5.4% | +28.0% | +24.2% |
| 6M | +104.0% | -7.0% | +111.0% | +106.3% |
| YTD | +49.3% | -31.6% | +80.9% | +68.5% |
| 1Y | +46.0% | -33.5% | +79.6% | +66.5% |
| All | +16.7% | +66.8% | -50.1% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling