+1,863.5%
SGI vs EME
+7,728.2%
-5,864.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -1.9% |
| 7D | +9.3% | +5.2% | +4.1% | +6.1% |
| 30D | +6.9% | -5.4% | +12.2% | +9.7% |
| 3M | +2.8% | -6.1% | +8.9% | +3.4% |
| 6M | -12.6% | +9.7% | -22.3% | -20.3% |
| YTD | -21.5% | +26.6% | -48.1% | -35.2% |
| 1Y | -18.8% | +24.6% | -43.4% | -34.3% |
| 3Y | +60.8% | +249.6% | -188.8% | -37.9% |
| 5Y | +60.0% | +556.6% | -496.5% | -59.4% |
| 10Y | +267.8% | +1,286.6% | -1,018.8% | -44.5% |
| All | +1,863.5% | +7,728.2% | -5,864.7% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling