+59.5%
SGI vs ESTC
-50.0%
+109.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.1% | +3.3% | -1.4% |
| 7D | +5.3% | -18.5% | +23.8% | +10.0% |
| 30D | +8.2% | -11.0% | +19.2% | +10.5% |
| 3M | -2.2% | +20.8% | -23.0% | -7.5% |
| 6M | -8.4% | +67.9% | -76.3% | -20.7% |
| YTD | -23.4% | +11.6% | -35.0% | -27.7% |
| 1Y | -14.0% | -3.3% | -10.7% | -16.3% |
| 3Y | +78.8% | +16.4% | +62.4% | +51.2% |
| All | +59.5% | -50.0% | +109.5% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling