+44.1%
AA vs SGI
+318.6%
-274.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.2% |
| 7D | +5.3% | -10.7% | +16.0% | +10.3% |
| 30D | -2.3% | -3.6% | +1.3% | -1.3% |
| 3M | -20.8% | -5.4% | -15.4% | -19.6% |
| 6M | -39.8% | -7.0% | -32.8% | -39.0% |
| YTD | -23.3% | -31.6% | +8.3% | -13.1% |
| 1Y | +1.8% | -33.5% | +35.4% | +16.8% |
| 3Y | +69.5% | +66.5% | +3.1% | +28.9% |
| 5Y | -18.0% | +42.2% | -60.2% | -36.0% |
| All | +44.1% | +318.6% | -274.5% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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