+262.8%
SGI vs EME
+1,362.1%
-1,099.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | -1.3% |
| 7D | -4.5% | +3.5% | -8.0% | -6.3% |
| 30D | +4.2% | -6.3% | +10.5% | +7.3% |
| 3M | -7.4% | -3.8% | -3.7% | -8.0% |
| 6M | -15.1% | +8.5% | -23.6% | -21.3% |
| YTD | -24.7% | +27.8% | -52.5% | -37.2% |
| 1Y | -21.8% | +22.2% | -44.0% | -35.1% |
| 3Y | +50.0% | +253.5% | -203.4% | -43.7% |
| 5Y | +48.9% | +578.6% | -529.7% | -65.6% |
| All | +262.8% | +1,362.1% | -1,099.4% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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