+47.4%
SGI vs EME
+575.5%
-528.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | -0.7% |
| 7D | -4.5% | +3.5% | -8.0% | -5.7% |
| 30D | +4.2% | -6.3% | +10.5% | +6.5% |
| 3M | -7.4% | -3.8% | -3.7% | -7.4% |
| 6M | -15.1% | +8.5% | -23.6% | -19.2% |
| YTD | -24.7% | +27.8% | -52.5% | -33.8% |
| 1Y | -21.8% | +22.2% | -44.0% | -31.6% |
| 3Y | +50.0% | +253.5% | -203.4% | -36.2% |
| All | +47.4% | +575.5% | -528.2% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling