+1,672.1%
SGI vs EL
+701.0%
+971.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.4% |
| 7D | -3.9% | +7.6% | -11.6% | -7.4% |
| 30D | +0.9% | +15.7% | -14.7% | -6.4% |
| 3M | -2.9% | +30.5% | -33.4% | -16.3% |
| 6M | -9.0% | +32.5% | -41.5% | -22.9% |
| YTD | -29.2% | +9.4% | -38.6% | -35.9% |
| 1Y | -32.3% | +28.4% | -60.6% | -44.0% |
| 3Y | +72.4% | +4.4% | +68.0% | +41.8% |
| 5Y | +50.6% | -64.5% | +115.1% | +126.2% |
| 10Y | +335.2% | +64.9% | +270.4% | +148.0% |
| All | +1,672.1% | +701.0% | +971.1% | +283.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling