+19.5%
EWZ vs SGI
+72.0%
-52.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +0.6% | -10.5% | +11.1% | +2.9% |
| 30D | -25.5% | +0.1% | -25.6% | -25.5% |
| 3M | -4.5% | -4.0% | -0.6% | -3.9% |
| 6M | -15.3% | -5.6% | -9.7% | -14.9% |
| YTD | +3.1% | -29.5% | +32.6% | +8.6% |
| 1Y | +1.2% | -31.5% | +32.7% | +7.1% |
| All | +19.5% | +72.0% | -52.5% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling