+597.0%
SE vs SGI
+338.6%
+258.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +0.6% | +9.3% | -8.7% | -2.9% |
| 30D | -0.1% | +6.9% | -7.0% | -2.8% |
| 3M | +34.1% | +2.8% | +31.3% | +31.7% |
| 6M | +23.2% | -12.6% | +35.8% | +28.0% |
| YTD | -11.2% | -21.5% | +10.4% | -4.3% |
| 1Y | -40.5% | -18.8% | -21.8% | -37.3% |
| 3Y | +196.3% | +60.8% | +135.5% | +132.9% |
| 5Y | -67.0% | +60.0% | -127.0% | -75.2% |
| All | +597.0% | +338.6% | +258.4% | +303.0% |
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 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