+30.4%
EMB vs SGI
+59.4%
-29.0%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.3% | +9.3% | -9.0% | -0.6% |
| 30D | -0.5% | +6.9% | -7.4% | -1.2% |
| 3M | +0.3% | +2.8% | -2.5% | -0.1% |
| 6M | +1.2% | -12.6% | +13.8% | +2.0% |
| YTD | +1.5% | -21.5% | +23.0% | +3.1% |
| 1Y | +4.8% | -18.8% | +23.6% | +6.0% |
| 3Y | +30.4% | +60.8% | -30.5% | +21.1% |
| All | +30.4% | +59.4% | -29.0% | +21.1% |
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 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