+567.7%
SGI vs ESI
+195.2%
+372.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.6% | -4.6% | -5.0% |
| 7D | -3.9% | -6.6% | +2.7% | -1.4% |
| 30D | +0.9% | -9.8% | +10.8% | +4.5% |
| 3M | -2.9% | -11.9% | +9.0% | +0.9% |
| 6M | -9.0% | -25.1% | +16.1% | +0.3% |
| YTD | -29.2% | +31.9% | -61.1% | -40.5% |
| 1Y | -32.3% | +19.2% | -51.4% | -40.5% |
| 3Y | +72.4% | +76.2% | -3.8% | +23.2% |
| 5Y | +50.6% | +39.4% | +11.2% | +19.7% |
| 10Y | +335.2% | +304.9% | +30.3% | +127.4% |
| All | +567.7% | +195.2% | +372.5% | +271.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling