-5.6%
SGI vs ESI
-23.0%
+17.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.0% | -4.4% | -1.1% |
| 7D | -10.5% | +1.8% | -12.3% | -10.8% |
| 30D | +0.1% | -6.6% | +6.7% | +1.0% |
| 3M | -4.0% | -9.4% | +5.4% | -2.6% |
| 6M | -5.6% | -24.1% | +18.5% | -0.8% |
| All | -5.6% | -23.0% | +17.4% | -0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling