-25.1%
AA vs SGI
+2,083.6%
-2,108.6%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.3% |
| 7D | -0.7% | +8.5% | -9.2% | -3.4% |
| 30D | +5.0% | +0.7% | +4.3% | +4.5% |
| 3M | -35.8% | +0.6% | -36.4% | -36.3% |
| 6M | -18.4% | -17.9% | -0.4% | -14.6% |
| YTD | -5.5% | -21.2% | +15.7% | -0.1% |
| 1Y | +61.0% | -18.9% | +79.8% | +68.0% |
| 3Y | +66.2% | +52.6% | +13.6% | +40.9% |
| 5Y | +11.4% | +60.7% | -49.3% | -9.3% |
| 10Y | +116.9% | +278.1% | -161.2% | +23.6% |
| All | -25.1% | +2,083.6% | -2,108.6% | -79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling