+53.3%
SGI vs EME
+240.3%
-187.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.3% |
| 7D | +0.6% | +2.7% | -2.1% | -0.1% |
| 30D | +5.5% | -6.8% | +12.3% | +7.3% |
| 3M | -3.6% | -8.8% | +5.2% | -1.8% |
| 6M | -15.0% | +5.0% | -20.0% | -16.8% |
| YTD | -23.0% | +23.5% | -46.5% | -28.3% |
| 1Y | -18.4% | +21.3% | -39.7% | -25.0% |
| All | +53.3% | +240.3% | -187.0% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling