+199.8%
EWT vs SGI
+55.1%
+144.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.7% |
| 7D | +2.1% | +0.6% | +1.5% | +2.0% |
| 30D | +9.4% | +5.5% | +3.8% | +7.6% |
| 3M | +10.9% | -3.6% | +14.5% | +11.7% |
| 6M | +57.9% | -15.0% | +73.0% | +63.1% |
| YTD | +75.9% | -23.0% | +98.9% | +85.4% |
| 1Y | +89.7% | -18.4% | +108.1% | +96.4% |
| All | +199.8% | +55.1% | +144.7% | +165.7% |
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