-18.9%
SGI vs EL
+14.8%
-33.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | -0.1% |
| 7D | +8.5% | +0.8% | +7.7% | +8.4% |
| 30D | +0.7% | +19.8% | -19.2% | -3.3% |
| 3M | +0.6% | +25.7% | -25.1% | -4.3% |
| 6M | -17.9% | +5.4% | -23.4% | -21.6% |
| YTD | -21.2% | +0.2% | -21.4% | -24.8% |
| 1Y | -18.9% | +20.4% | -39.3% | -25.1% |
| All | -18.9% | +14.8% | -33.6% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling