+50.3%
EWZ vs SGI
+413.4%
-363.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +1.1% |
| 7D | +1.4% | -0.2% | +1.6% | +1.3% |
| 30D | -25.1% | +6.6% | -31.7% | -26.4% |
| 3M | -7.7% | +1.8% | -9.6% | -8.4% |
| 6M | -15.8% | -3.9% | -12.0% | -15.7% |
| YTD | +3.6% | -25.2% | +28.9% | +10.1% |
| 1Y | +5.5% | -26.7% | +32.2% | +12.5% |
| 3Y | +22.1% | +86.8% | -64.7% | -1.5% |
| 5Y | +58.3% | +56.6% | +1.7% | +27.7% |
| 10Y | +50.3% | +384.3% | -334.0% | -15.5% |
| All | +50.3% | +413.4% | -363.2% | -15.5% |
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