+862.3%
ETR vs SGI
+1,794.5%
-932.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.3% |
| 7D | +1.5% | -10.7% | +12.2% | +2.7% |
| 30D | +6.6% | -3.6% | +10.2% | +7.0% |
| 3M | +4.4% | -5.4% | +9.8% | +4.9% |
| 6M | -0.3% | -7.0% | +6.8% | +0.1% |
| YTD | +23.3% | -31.6% | +54.9% | +27.5% |
| 1Y | +18.9% | -33.5% | +52.4% | +23.2% |
| 3Y | +155.5% | +66.5% | +89.0% | +137.1% |
| 5Y | +159.9% | +42.2% | +117.7% | +140.5% |
| 10Y | +377.6% | +320.9% | +56.7% | +271.0% |
| All | +862.3% | +1,794.5% | -932.2% | +457.4% |
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