+290.1%
ETR vs SGI
+270.1%
+20.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -1.8% | -4.5% | +2.6% | -1.2% |
| 30D | -1.8% | +4.2% | -5.9% | -2.4% |
| 3M | -3.6% | -7.4% | +3.9% | -2.8% |
| 6M | +2.6% | -15.1% | +17.7% | +4.2% |
| YTD | +16.0% | -24.7% | +40.7% | +19.4% |
| 1Y | +20.1% | -21.8% | +41.9% | +22.8% |
| 3Y | +143.6% | +50.0% | +93.5% | +125.2% |
| 5Y | +124.4% | +48.9% | +75.4% | +102.9% |
| All | +290.1% | +270.1% | +20.0% | +194.1% |
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 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