-18.9%
SGI vs ESI
+44.5%
-63.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | -0.4% |
| 7D | +8.5% | +3.3% | +5.2% | +7.4% |
| 30D | +0.7% | -5.9% | +6.5% | +2.5% |
| 3M | +0.6% | -14.1% | +14.7% | +4.2% |
| 6M | -17.9% | +6.6% | -24.5% | -22.2% |
| YTD | -21.2% | +45.0% | -66.2% | -31.5% |
| 1Y | -18.9% | +41.5% | -60.3% | -29.5% |
| All | -18.9% | +44.5% | -63.4% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling