+75.7%
AA vs SGI
+80.7%
-5.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.3% | +2.5% | +4.5% |
| 7D | +4.8% | -0.2% | +5.0% | +4.8% |
| 30D | -0.6% | +6.6% | -7.2% | -3.6% |
| 3M | -16.3% | +1.8% | -18.1% | -17.5% |
| 6M | -33.4% | -3.9% | -29.5% | -33.4% |
| YTD | -20.7% | -25.2% | +4.6% | -12.2% |
| 1Y | +12.9% | -26.7% | +39.7% | +26.4% |
| 3Y | +75.7% | +86.8% | -11.1% | +7.1% |
| All | +75.7% | +80.7% | -5.0% | +7.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling