+8.1%
EWZ vs SGI
-10.7%
+18.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.8% | -5.2% | +0.1% |
| 7D | -4.1% | +12.1% | -16.1% | -6.6% |
| 30D | -25.0% | +12.1% | -37.0% | -26.8% |
| 3M | -10.6% | +0.4% | -11.1% | -11.0% |
| 6M | -16.6% | -4.0% | -12.6% | -16.7% |
| YTD | +2.5% | -21.2% | +23.7% | +4.1% |
| 1Y | +8.1% | -12.1% | +20.2% | +9.9% |
| All | +8.1% | -10.7% | +18.8% | +9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling