+53.3%
SGI vs EFV
+88.7%
-35.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -0.9% |
| 7D | +0.6% | -0.5% | +1.1% | +1.2% |
| 30D | +5.5% | 0.0% | +5.5% | +5.6% |
| 3M | -3.6% | +8.4% | -12.0% | -12.1% |
| 6M | -15.0% | +12.3% | -27.4% | -24.9% |
| YTD | -23.0% | +17.4% | -40.4% | -35.2% |
| 1Y | -18.4% | +27.1% | -45.5% | -36.9% |
| All | +53.3% | +88.7% | -35.4% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling