+277.4%
EMR vs SGI
+263.3%
+14.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -0.6% |
| 7D | +0.9% | +0.6% | +0.3% | +0.7% |
| 30D | -5.0% | +5.5% | -10.5% | -6.6% |
| 3M | +5.9% | -3.6% | +9.5% | +6.8% |
| 6M | +7.3% | -15.0% | +22.4% | +12.1% |
| YTD | +14.6% | -23.0% | +37.6% | +23.1% |
| 1Y | +15.6% | -18.4% | +34.1% | +21.7% |
| 3Y | +60.2% | +57.8% | +2.4% | +37.5% |
| 5Y | +65.8% | +51.5% | +14.4% | +38.4% |
| 10Y | +277.4% | +275.2% | +2.2% | +104.6% |
| All | +277.4% | +263.3% | +14.1% | +104.6% |
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