+513.6%
EWT vs SGI
+270.1%
+243.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.6% |
| 7D | -1.1% | -4.5% | +3.3% | -0.3% |
| 30D | +4.5% | +4.2% | +0.3% | +3.6% |
| 3M | +8.3% | -7.4% | +15.7% | +9.6% |
| 6M | +54.2% | -15.1% | +69.3% | +58.0% |
| YTD | +74.6% | -24.7% | +99.3% | +82.3% |
| 1Y | +84.9% | -21.8% | +106.7% | +91.3% |
| 3Y | +197.5% | +50.0% | +147.5% | +171.8% |
| 5Y | +150.6% | +48.9% | +101.6% | +122.5% |
| All | +513.6% | +270.1% | +243.6% | +348.6% |
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 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