-18.4%
SGI vs EL
+12.1%
-30.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.3% |
| 7D | +0.6% | -2.4% | +3.0% | +1.1% |
| 30D | +5.5% | +13.7% | -8.1% | +2.4% |
| 3M | -3.6% | +14.5% | -18.1% | -6.6% |
| 6M | -15.0% | +7.4% | -22.4% | -18.6% |
| YTD | -23.0% | -4.7% | -18.3% | -25.7% |
| 1Y | -18.4% | +12.9% | -31.4% | -23.3% |
| All | -18.4% | +12.1% | -30.5% | -23.3% |
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