+478.6%
SGI vs ESTC
+26.3%
+452.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.7% | +3.2% | +0.6% |
| 7D | +9.3% | -4.3% | +13.6% | +10.4% |
| 30D | +6.9% | +17.7% | -10.8% | +1.2% |
| 3M | +2.8% | +42.3% | -39.4% | -8.3% |
| 6M | -12.6% | +64.6% | -77.2% | -26.3% |
| YTD | -21.5% | +17.2% | -38.7% | -27.7% |
| 1Y | -18.8% | -4.2% | -14.5% | -21.4% |
| 3Y | +60.8% | +13.5% | +47.3% | +33.4% |
| 5Y | +60.0% | -45.5% | +105.5% | +54.7% |
| All | +478.6% | +26.3% | +452.3% | +210.9% |
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