+60.8%
SGI vs EL
-30.9%
+91.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | 0.0% |
| 7D | +9.3% | +1.7% | +7.6% | +8.9% |
| 30D | +6.9% | +15.5% | -8.6% | +3.0% |
| 3M | +2.8% | +20.6% | -17.7% | -1.9% |
| 6M | -12.6% | +10.5% | -23.1% | -15.7% |
| YTD | -21.5% | -1.9% | -19.6% | -23.0% |
| 1Y | -18.8% | +16.1% | -34.8% | -23.9% |
| 3Y | +60.8% | -30.2% | +91.1% | +69.1% |
| All | +60.8% | -30.9% | +91.8% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling