+1,872.3%
SGI vs ES
+691.7%
+1,180.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +8.5% | +0.3% | +8.2% | +8.4% |
| 30D | +0.7% | -2.0% | +2.6% | +1.6% |
| 3M | +0.6% | +1.7% | -1.1% | -0.4% |
| 6M | -17.9% | -3.5% | -14.4% | -16.7% |
| YTD | -21.2% | +7.9% | -29.1% | -24.4% |
| 1Y | -18.9% | +17.2% | -36.0% | -26.4% |
| 3Y | +52.6% | +29.3% | +23.3% | +27.8% |
| 5Y | +60.7% | -5.7% | +66.5% | +56.0% |
| 10Y | +278.1% | +85.2% | +192.9% | +113.4% |
| All | +1,872.3% | +691.7% | +1,180.5% | +284.5% |
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