+388.8%
SGI vs ES
+85.7%
+303.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.9% | -2.6% | -4.7% |
| 7D | +1.0% | +1.9% | -0.9% | +0.5% |
| 30D | +3.9% | +7.1% | -3.1% | +2.1% |
| 3M | -0.8% | -1.9% | +1.1% | -0.3% |
| 6M | -18.0% | +4.4% | -22.3% | -18.8% |
| YTD | -27.6% | +7.3% | -34.9% | -28.9% |
| 1Y | -27.2% | +2.1% | -29.4% | -28.0% |
| 3Y | +76.0% | +41.8% | +34.1% | +57.9% |
| 5Y | +50.0% | +1.4% | +48.5% | +45.4% |
| All | +388.8% | +85.7% | +303.1% | +461.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling