+136.7%
EWJ vs SGI
+266.5%
-129.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | -0.1% |
| 7D | -1.5% | -4.9% | +3.4% | -0.7% |
| 30D | +0.2% | +1.6% | -1.4% | -0.2% |
| 3M | +8.6% | -3.2% | +11.8% | +8.9% |
| 6M | +12.1% | -16.0% | +28.2% | +14.6% |
| YTD | +20.1% | -25.4% | +45.5% | +24.8% |
| 1Y | +25.2% | -21.6% | +46.8% | +28.8% |
| 3Y | +70.8% | +52.9% | +17.9% | +57.3% |
| 5Y | +49.2% | +47.5% | +1.7% | +34.5% |
| All | +136.7% | +266.5% | -129.8% | +78.4% |
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 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