+236.1%
EW vs SGI
+356.4%
-120.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | +0.4% |
| 7D | +9.3% | -3.9% | +13.2% | +10.1% |
| 30D | +22.1% | +0.9% | +21.1% | +21.6% |
| 3M | +13.0% | -2.9% | +15.9% | +13.3% |
| 6M | +30.1% | -9.0% | +39.0% | +31.5% |
| YTD | +22.0% | -29.2% | +51.2% | +28.9% |
| 1Y | +23.7% | -32.3% | +56.0% | +31.8% |
| 3Y | +62.0% | +72.4% | -10.4% | +38.6% |
| 5Y | -12.4% | +50.6% | -63.1% | -25.5% |
| 10Y | +236.1% | +335.2% | -99.2% | +113.9% |
| All | +236.1% | +356.4% | -120.4% | +113.9% |
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 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