-67.0%
SE vs SGI
+61.8%
-128.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.4% |
| 7D | +0.6% | +9.3% | -8.7% | -4.6% |
| 30D | -0.1% | +6.9% | -7.0% | -4.1% |
| 3M | +34.1% | +2.8% | +31.3% | +30.1% |
| 6M | +23.2% | -12.6% | +35.8% | +29.9% |
| YTD | -11.2% | -21.5% | +10.4% | -1.1% |
| 1Y | -40.5% | -18.8% | -21.8% | -36.2% |
| 3Y | +196.3% | +60.8% | +135.5% | +88.4% |
| 5Y | -67.0% | +60.0% | -127.0% | -83.7% |
| All | -67.0% | +61.8% | -128.8% | -83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling