+59.3%
SGI vs ES
+29.7%
+29.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.7% |
| 7D | +8.5% | +0.3% | +8.2% | +8.5% |
| 30D | +0.7% | -2.0% | +2.6% | +1.2% |
| 3M | +0.6% | +1.7% | -1.1% | +0.1% |
| 6M | -17.9% | -3.5% | -14.4% | -17.4% |
| YTD | -21.2% | +7.9% | -29.1% | -22.8% |
| 1Y | -18.9% | +17.2% | -36.0% | -23.2% |
| All | +59.3% | +29.7% | +29.6% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling