+42.2%
SGI vs ES
+6.0%
+36.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.3% |
| 7D | -10.7% | -1.1% | -9.6% | -10.4% |
| 30D | -3.6% | +8.2% | -11.8% | -5.9% |
| 3M | -5.4% | +0.6% | -6.0% | -5.6% |
| 6M | -7.0% | +6.0% | -13.0% | -8.7% |
| YTD | -31.6% | +9.3% | -40.9% | -33.5% |
| 1Y | -33.5% | +1.1% | -34.6% | -34.2% |
| 3Y | +66.5% | +51.9% | +14.6% | +39.8% |
| 5Y | +42.2% | +6.5% | +35.7% | +39.6% |
| All | +42.2% | +6.0% | +36.2% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling