+67.2%
SGI vs ESTC
+14.8%
+52.4%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.3% | +0.4% |
| 7D | -5.3% | +2.4% | -7.7% | -5.6% |
| 30D | -2.1% | -4.2% | +2.2% | -1.8% |
| 3M | -8.2% | +2.5% | -10.6% | -9.2% |
| 6M | -4.6% | +81.5% | -86.0% | -13.9% |
| YTD | -31.5% | +16.8% | -48.3% | -34.0% |
| 1Y | -30.8% | -3.5% | -27.4% | -31.4% |
| 3Y | +67.2% | +17.7% | +49.5% | +54.1% |
| All | +67.2% | +14.8% | +52.4% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling