-0.1%
EMB vs SGI
-33.4%
+33.3%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | -0.9% | -5.3% | +4.4% | -0.4% |
| 30D | +0.4% | -2.1% | +2.4% | +0.5% |
| 3M | -3.1% | -8.2% | +5.1% | -2.6% |
| 6M | -2.1% | -4.6% | +2.5% | -1.9% |
| YTD | -1.1% | -31.5% | +30.4% | +0.2% |
| 1Y | -0.1% | -30.8% | +30.8% | +1.1% |
| All | -0.1% | -33.4% | +33.3% | +1.1% |
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