+259.2%
SGI vs EFV
+167.0%
+92.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -2.7% |
| 7D | -4.9% | -2.0% | -2.9% | -2.4% |
| 30D | +1.6% | -0.2% | +1.8% | +2.0% |
| 3M | -3.2% | +9.1% | -12.3% | -13.5% |
| 6M | -16.0% | +11.7% | -27.7% | -26.7% |
| YTD | -25.4% | +17.0% | -42.5% | -38.9% |
| 1Y | -21.6% | +26.7% | -48.3% | -42.0% |
| 3Y | +52.9% | +90.2% | -37.3% | -34.4% |
| 5Y | +47.5% | +96.1% | -48.6% | -38.7% |
| All | +259.2% | +167.0% | +92.2% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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