+279.4%
EWJ vs SGI
+2,083.6%
-1,804.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.3% |
| 7D | +2.5% | +8.5% | -6.0% | +1.3% |
| 30D | +3.3% | +0.7% | +2.6% | +3.1% |
| 3M | +5.0% | +0.6% | +4.4% | +4.6% |
| 6M | +11.5% | -17.9% | +29.5% | +14.2% |
| YTD | +22.4% | -21.2% | +43.6% | +25.9% |
| 1Y | +30.2% | -18.9% | +49.1% | +33.1% |
| 3Y | +72.8% | +52.6% | +20.2% | +59.6% |
| 5Y | +54.1% | +60.7% | -6.6% | +38.2% |
| 10Y | +140.6% | +278.1% | -137.5% | +76.6% |
| All | +279.4% | +2,083.6% | -1,804.2% | +70.8% |
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