+275.2%
SGI vs ESI
+308.3%
-33.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.2% |
| 7D | +0.6% | +3.9% | -3.3% | -1.7% |
| 30D | +5.5% | -3.8% | +9.3% | +7.5% |
| 3M | -3.6% | -13.1% | +9.5% | +2.5% |
| 6M | -15.0% | +11.3% | -26.4% | -23.7% |
| YTD | -23.0% | +44.1% | -67.1% | -42.1% |
| 1Y | -18.4% | +40.3% | -58.7% | -38.4% |
| 3Y | +57.8% | +84.1% | -26.3% | -5.2% |
| 5Y | +51.5% | +75.8% | -24.3% | -7.0% |
| 10Y | +275.2% | +320.7% | -45.5% | +18.3% |
| All | +275.2% | +308.3% | -33.1% | +18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling