-30.8%
SGI vs ESI
+21.7%
-52.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.4% |
| 7D | -5.3% | +5.5% | -10.8% | -6.6% |
| 30D | -2.1% | -7.8% | +5.7% | -0.6% |
| 3M | -8.2% | -15.0% | +6.8% | -4.6% |
| 6M | -4.6% | -24.9% | +20.3% | +1.9% |
| YTD | -31.5% | +33.2% | -64.7% | -40.5% |
| 1Y | -30.8% | +24.9% | -55.8% | -38.8% |
| All | -30.8% | +21.7% | -52.5% | -38.8% |
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