+20.6%
ETR vs SGI
-33.4%
+54.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.2% | -5.3% | +6.5% | +1.6% |
| 30D | +7.0% | -2.1% | +9.1% | +7.2% |
| 3M | +4.6% | -8.2% | +12.8% | +5.2% |
| 6M | +0.1% | -4.6% | +4.7% | +0.7% |
| YTD | +23.2% | -31.5% | +54.6% | +25.5% |
| 1Y | +20.6% | -30.8% | +51.4% | +22.9% |
| All | +20.6% | -33.4% | +54.0% | +22.9% |
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