+275.2%
SGI vs EL
+28.8%
+246.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -0.7% |
| 7D | +0.6% | -2.4% | +3.0% | +1.6% |
| 30D | +5.5% | +13.7% | -8.1% | -0.8% |
| 3M | -3.6% | +14.5% | -18.1% | -9.9% |
| 6M | -15.0% | +7.4% | -22.4% | -19.4% |
| YTD | -23.0% | -4.7% | -18.3% | -24.5% |
| 1Y | -18.4% | +12.9% | -31.4% | -27.0% |
| 3Y | +57.8% | -32.2% | +90.0% | +65.7% |
| 5Y | +51.5% | -68.4% | +119.8% | +148.1% |
| 10Y | +275.2% | +28.3% | +246.9% | +237.1% |
| All | +275.2% | +28.8% | +246.3% | +237.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling