+333.9%
SGI vs ES
+92.3%
+241.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.8% |
| 7D | -10.5% | +0.1% | -10.6% | -10.5% |
| 30D | +0.1% | +6.7% | -6.6% | -1.5% |
| 3M | -4.0% | +0.3% | -4.3% | -4.1% |
| 6M | -5.6% | +7.4% | -13.0% | -7.4% |
| YTD | -29.5% | +8.4% | -37.9% | -31.0% |
| 1Y | -31.5% | +0.6% | -32.2% | -32.0% |
| 3Y | +71.6% | +50.6% | +21.0% | +51.3% |
| 5Y | +50.5% | +4.8% | +45.7% | +44.8% |
| 10Y | +333.9% | +93.1% | +240.8% | +376.4% |
| All | +333.9% | +92.3% | +241.6% | +376.4% |
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