-18.4%
SGI vs ESI
+38.0%
-56.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | +0.6% | +3.9% | -3.3% | -0.6% |
| 30D | +5.5% | -3.8% | +9.3% | +6.6% |
| 3M | -3.6% | -13.1% | +9.5% | -0.6% |
| 6M | -15.0% | +11.3% | -26.4% | -20.3% |
| YTD | -23.0% | +44.1% | -67.1% | -32.8% |
| 1Y | -18.4% | +40.3% | -58.7% | -28.6% |
| All | -18.4% | +38.0% | -56.4% | -28.6% |
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