+36.9%
EMB vs SGI
+337.7%
-300.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | -0.4% | -10.5% | +10.1% | +0.7% |
| 30D | +1.5% | +0.1% | +1.4% | +1.4% |
| 3M | -1.6% | -4.0% | +2.4% | -1.4% |
| 6M | -1.5% | -5.6% | +4.1% | -1.3% |
| YTD | -0.1% | -29.5% | +29.4% | +2.7% |
| 1Y | +0.5% | -31.5% | +32.0% | +3.6% |
| 3Y | +30.2% | +71.6% | -41.4% | +20.9% |
| 5Y | +8.6% | +50.5% | -41.9% | -0.1% |
| 10Y | +36.9% | +333.9% | -297.0% | +8.9% |
| All | +36.9% | +337.7% | -300.8% | +8.9% |
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