+303.5%
EWY vs SGI
+270.1%
+33.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.3% | +3.0% |
| 7D | -0.1% | -4.5% | +4.4% | +1.0% |
| 30D | +7.3% | +4.2% | +3.1% | +6.3% |
| 3M | -5.1% | -7.4% | +2.3% | -3.6% |
| 6M | +42.1% | -15.1% | +57.1% | +47.1% |
| YTD | +94.1% | -24.7% | +118.8% | +105.8% |
| 1Y | +147.8% | -21.8% | +169.6% | +159.7% |
| 3Y | +222.9% | +50.0% | +172.9% | +191.0% |
| 5Y | +150.6% | +48.9% | +101.7% | +118.7% |
| All | +303.5% | +270.1% | +33.4% | +176.6% |
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