+69.8%
EWJ vs SGI
+55.1%
+14.7%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.5% |
| 7D | +1.0% | +0.6% | +0.4% | +0.9% |
| 30D | +1.0% | +5.5% | -4.5% | -0.3% |
| 3M | +7.2% | -3.6% | +10.8% | +7.7% |
| 6M | +13.9% | -15.0% | +28.9% | +17.1% |
| YTD | +20.8% | -23.0% | +43.8% | +26.7% |
| 1Y | +26.4% | -18.4% | +44.8% | +30.5% |
| All | +69.8% | +55.1% | +14.7% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling