+8.7%
EW vs SGI
-18.4%
+27.1%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.5% |
| 7D | -4.4% | +9.3% | -13.7% | -5.4% |
| 30D | -3.3% | +6.9% | -10.2% | -4.1% |
| 3M | +1.0% | +2.8% | -1.8% | +0.5% |
| 6M | +6.2% | -12.6% | +18.8% | +7.0% |
| YTD | +1.7% | -21.5% | +23.3% | +2.5% |
| All | +8.7% | -18.4% | +27.1% | +9.6% |
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