+34.7%
EWZ vs SGI
-20.0%
+54.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.0% |
| 7D | -0.1% | +0.6% | -0.7% | -0.2% |
| 30D | +8.2% | +5.5% | +2.7% | +6.9% |
| 3M | +13.3% | -3.6% | +16.9% | +13.6% |
| 6M | +3.6% | -15.0% | +18.6% | +5.0% |
| YTD | +21.0% | -23.0% | +44.0% | +23.8% |
| 1Y | +34.7% | -18.4% | +53.1% | +38.4% |
| All | +34.7% | -20.0% | +54.6% | +38.4% |
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