+463.2%
EWZ vs SGI
+2,083.6%
-1,620.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +6.5% | +8.5% | -2.0% | +4.3% |
| 30D | +4.8% | +0.7% | +4.2% | +4.5% |
| 3M | +9.9% | +0.6% | +9.3% | +9.1% |
| 6M | +1.9% | -17.9% | +19.9% | +6.2% |
| YTD | +20.3% | -21.2% | +41.5% | +26.2% |
| 1Y | +35.6% | -18.9% | +54.5% | +40.5% |
| 3Y | +43.4% | +52.6% | -9.2% | +23.2% |
| 5Y | +55.9% | +60.7% | -4.8% | +26.2% |
| 10Y | +84.2% | +278.1% | -194.0% | +5.2% |
| All | +463.2% | +2,083.6% | -1,620.4% | +43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling