+419.8%
SGI vs ESTC
+24.7%
+395.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -10.5% | -2.6% | -7.8% | -9.9% |
| 30D | +0.1% | -8.6% | +8.7% | +2.1% |
| 3M | -4.0% | +14.4% | -18.3% | -9.0% |
| 6M | -5.6% | +73.3% | -78.9% | -21.5% |
| YTD | -29.5% | +15.7% | -45.2% | -35.2% |
| 1Y | -31.5% | -7.6% | -23.9% | -33.2% |
| 3Y | +71.6% | +14.6% | +57.0% | +41.2% |
| 5Y | +50.5% | -50.0% | +100.6% | +50.2% |
| All | +419.8% | +24.7% | +395.0% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling