+47.5%
SGI vs ET
+241.7%
-194.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -4.9% | +1.4% | -6.3% | -5.4% |
| 30D | +1.6% | +4.6% | -3.0% | -0.2% |
| 3M | -3.2% | +16.0% | -19.2% | -8.8% |
| 6M | -16.0% | +22.8% | -38.9% | -23.4% |
| YTD | -25.4% | +38.9% | -64.3% | -35.5% |
| 1Y | -21.6% | +34.1% | -55.7% | -31.2% |
| 3Y | +52.9% | +98.8% | -46.0% | +11.5% |
| 5Y | +47.5% | +246.8% | -199.3% | -9.9% |
| All | +47.5% | +241.7% | -194.2% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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