+1,043.3%
EWT vs SGI
+2,073.9%
-1,030.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | +1.6% | +9.3% | -7.6% | -0.1% |
| 30D | +8.2% | +6.9% | +1.3% | +6.8% |
| 3M | +11.1% | +2.8% | +8.2% | +10.2% |
| 6M | +60.4% | -12.6% | +73.0% | +63.6% |
| YTD | +75.6% | -21.5% | +97.1% | +82.1% |
| 1Y | +91.3% | -18.8% | +110.1% | +96.6% |
| 3Y | +200.3% | +60.8% | +139.4% | +169.8% |
| 5Y | +156.4% | +60.0% | +96.4% | +124.5% |
| 10Y | +495.8% | +267.8% | +228.0% | +307.9% |
| All | +1,043.3% | +2,073.9% | -1,030.6% | +331.8% |
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