+43.6%
EWZ vs SGI
+390.8%
-347.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.5% | +6.1% | +2.1% |
| 7D | -1.5% | +1.0% | -2.4% | -1.9% |
| 30D | -24.5% | +3.9% | -28.4% | -25.3% |
| 3M | -10.7% | -0.8% | -9.9% | -10.8% |
| 6M | -19.1% | -18.0% | -1.1% | -15.6% |
| YTD | +1.6% | -27.6% | +29.2% | +8.9% |
| 1Y | +4.3% | -27.2% | +31.5% | +11.4% |
| 3Y | +19.0% | +76.0% | -57.0% | -2.4% |
| 5Y | +57.7% | +50.0% | +7.7% | +28.8% |
| All | +43.6% | +390.8% | -347.2% | -14.3% |
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