+433.7%
SGI vs ESTC
+23.0%
+410.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.7% | -6.1% |
| 7D | +1.0% | -11.5% | +12.5% | +4.2% |
| 30D | +3.9% | -7.5% | +11.4% | +5.5% |
| 3M | -0.8% | +23.1% | -23.9% | -8.0% |
| 6M | -18.0% | +75.3% | -93.2% | -32.2% |
| YTD | -27.6% | +14.1% | -41.7% | -33.3% |
| 1Y | -27.2% | -0.6% | -26.7% | -30.7% |
| 3Y | +76.0% | +20.8% | +55.2% | +41.8% |
| 5Y | +50.0% | -48.8% | +98.7% | +47.6% |
| All | +433.7% | +23.0% | +410.8% | +186.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling