+4.7%
EMB vs SGI
-20.0%
+24.7%
-4.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.1% |
| 7D | 0.0% | +0.6% | -0.6% | 0.0% |
| 30D | -0.3% | +5.5% | -5.8% | -0.7% |
| 3M | -0.3% | -3.6% | +3.3% | -0.1% |
| 6M | +0.7% | -15.0% | +15.8% | +1.2% |
| YTD | +1.3% | -23.0% | +24.3% | +1.8% |
| 1Y | +4.7% | -18.4% | +23.1% | +5.1% |
| All | +4.7% | -20.0% | +24.7% | +5.1% |
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