+852.3%
EMR vs SGI
+1,794.5%
-942.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.6% |
| 7D | +2.7% | -10.7% | +13.3% | +5.3% |
| 30D | +2.1% | -3.6% | +5.7% | +2.7% |
| 3M | +2.3% | -5.4% | +7.7% | +3.2% |
| 6M | +22.5% | -7.0% | +29.5% | +23.9% |
| YTD | +27.2% | -31.6% | +58.8% | +38.0% |
| 1Y | +28.0% | -33.5% | +61.5% | +39.8% |
| 3Y | +103.4% | +66.5% | +37.0% | +78.8% |
| 5Y | +88.2% | +42.2% | +46.0% | +65.8% |
| 10Y | +280.3% | +320.9% | -40.6% | +141.4% |
| All | +852.3% | +1,794.5% | -942.2% | +239.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling