+80.9%
SGI vs ESI
+68.6%
+12.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.4% | -6.1% |
| 7D | +1.0% | -8.5% | +9.5% | +3.9% |
| 30D | +3.9% | -15.7% | +19.6% | +9.7% |
| 3M | -0.8% | -18.2% | +17.4% | +5.5% |
| 6M | -18.0% | -28.8% | +10.9% | -8.7% |
| YTD | -27.6% | +26.3% | -53.9% | -38.6% |
| 1Y | -27.2% | +18.2% | -45.5% | -36.5% |
| All | +80.9% | +68.6% | +12.2% | +12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling