+153.4%
EWY vs SGI
+50.6%
+102.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +1.0% |
| 7D | +6.7% | +0.6% | +6.1% | +6.5% |
| 30D | +17.0% | +5.5% | +11.4% | +15.0% |
| 3M | +3.7% | -3.6% | +7.3% | +4.6% |
| 6M | +42.5% | -15.0% | +57.5% | +48.5% |
| YTD | +96.2% | -23.0% | +119.3% | +109.2% |
| 1Y | +160.4% | -18.4% | +178.8% | +172.4% |
| 3Y | +231.7% | +57.8% | +173.9% | +187.0% |
| All | +153.4% | +50.6% | +102.8% | +108.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling