+267.8%
SGI vs ES
+85.1%
+182.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.1% | -0.6% |
| 7D | +9.3% | +1.4% | +7.9% | +8.9% |
| 30D | +6.9% | -1.2% | +8.0% | +7.2% |
| 3M | +2.8% | +5.0% | -2.1% | +1.5% |
| 6M | -12.6% | -2.8% | -9.8% | -12.0% |
| YTD | -21.5% | +8.6% | -30.1% | -23.3% |
| 1Y | -18.8% | +18.9% | -37.7% | -23.0% |
| 3Y | +60.8% | +32.1% | +28.7% | +46.5% |
| 5Y | +60.0% | -5.1% | +65.1% | +57.1% |
| 10Y | +267.8% | +84.2% | +183.7% | +280.6% |
| All | +267.8% | +85.1% | +182.7% | +280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ES 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling