+1,672.1%
SGI vs ES
+684.9%
+987.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.4% |
| 7D | -3.9% | +0.9% | -4.8% | -4.3% |
| 30D | +0.9% | +5.9% | -5.0% | -1.8% |
| 3M | -2.9% | -1.0% | -1.9% | -2.4% |
| 6M | -9.0% | +7.2% | -16.1% | -12.2% |
| YTD | -29.2% | +7.0% | -36.2% | -31.8% |
| 1Y | -32.3% | +0.5% | -32.7% | -33.2% |
| 3Y | +72.4% | +48.7% | +23.7% | +34.7% |
| 5Y | +50.6% | +1.9% | +48.7% | +40.5% |
| 10Y | +335.2% | +89.2% | +246.1% | +142.2% |
| All | +1,672.1% | +684.9% | +987.2% | +247.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling