+1,401.9%
SGI vs EFV
+249.2%
+1,152.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | -0.2% |
| 7D | -5.3% | +2.5% | -7.9% | -7.9% |
| 30D | -2.1% | +2.9% | -5.0% | -4.9% |
| 3M | -8.2% | -1.4% | -6.7% | -6.3% |
| 6M | -4.6% | +5.5% | -10.1% | -9.6% |
| YTD | -31.5% | +16.1% | -47.5% | -41.4% |
| 1Y | -30.8% | +20.3% | -51.1% | -43.1% |
| 3Y | +67.2% | +90.4% | -23.2% | -17.4% |
| 5Y | +42.5% | +93.5% | -51.0% | -29.7% |
| 10Y | +321.9% | +161.5% | +160.4% | +59.3% |
| All | +1,401.9% | +249.2% | +1,152.7% | +353.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling