+16.6%
EMR vs SGI
-17.2%
+33.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | -1.5% | +8.5% | -10.1% | -5.1% |
| 30D | -5.6% | +0.7% | -6.3% | -6.0% |
| 3M | +7.9% | +0.6% | +7.3% | +7.1% |
| 6M | +6.0% | -17.9% | +24.0% | +13.4% |
| YTD | +16.4% | -21.2% | +37.6% | +26.6% |
| 1Y | +16.6% | -18.9% | +35.5% | +29.8% |
| All | +16.6% | -17.2% | +33.8% | +29.8% |
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