-21.8%
SGI vs EME
+21.8%
-43.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | +0.3% |
| 7D | -4.5% | +3.5% | -8.0% | -5.0% |
| 30D | +4.2% | -6.3% | +10.5% | +5.2% |
| 3M | -7.4% | -3.8% | -3.7% | -6.5% |
| 6M | -15.1% | +8.5% | -23.6% | -15.5% |
| YTD | -24.7% | +27.8% | -52.5% | -26.1% |
| 1Y | -21.8% | +22.2% | -44.0% | -25.0% |
| All | -21.8% | +21.8% | -43.6% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling