+582.5%
SGI vs ESI
+182.6%
+399.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.9% | -7.4% | -6.3% |
| 7D | +1.0% | -8.5% | +9.5% | +4.5% |
| 30D | +3.9% | -15.7% | +19.6% | +10.8% |
| 3M | -0.8% | -18.2% | +17.4% | +6.5% |
| 6M | -18.0% | -28.8% | +10.9% | -7.4% |
| YTD | -27.6% | +26.3% | -53.9% | -38.0% |
| 1Y | -27.2% | +18.2% | -45.5% | -36.0% |
| 3Y | +76.0% | +68.1% | +7.9% | +28.4% |
| 5Y | +50.0% | +28.8% | +21.2% | +23.2% |
| 10Y | +399.1% | +329.8% | +69.2% | +160.8% |
| All | +582.5% | +182.6% | +399.9% | +287.4% |
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