+60.0%
SGI vs EL
-67.4%
+127.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.6% | +0.3% |
| 7D | +9.3% | +1.7% | +7.6% | +8.6% |
| 30D | +6.9% | +15.5% | -8.6% | +1.1% |
| 3M | +2.8% | +20.6% | -17.7% | -4.3% |
| 6M | -12.6% | +10.5% | -23.1% | -17.0% |
| YTD | -21.5% | -1.9% | -19.6% | -23.5% |
| 1Y | -18.8% | +16.1% | -34.8% | -26.5% |
| 3Y | +60.8% | -30.2% | +91.1% | +70.3% |
| 5Y | +60.0% | -67.4% | +127.4% | +166.9% |
| All | +60.0% | -67.4% | +127.4% | +166.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling