+33.3%
MELI vs SGI
+51.7%
-18.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.6% |
| 7D | -4.1% | -4.5% | +0.4% | -3.3% |
| 30D | +3.8% | +4.2% | -0.4% | +2.9% |
| 3M | +17.8% | -7.4% | +25.3% | +19.1% |
| 6M | +7.4% | -15.1% | +22.5% | +9.4% |
| YTD | -5.8% | -24.7% | +18.9% | -2.8% |
| 1Y | -18.9% | -21.8% | +2.9% | -16.5% |
| 3Y | +33.3% | +50.0% | -16.7% | +18.0% |
| All | +33.3% | +51.7% | -18.4% | +18.0% |
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 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