-39.9%
AA vs SGI
+1,862.0%
-1,901.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.3% | +0.9% | -2.7% |
| 7D | +1.2% | -3.9% | +5.2% | +2.5% |
| 30D | -5.0% | +0.9% | -6.0% | -5.7% |
| 3M | -22.2% | -2.9% | -19.3% | -21.9% |
| 6M | -36.3% | -9.0% | -27.4% | -35.2% |
| YTD | -24.2% | -29.2% | +5.0% | -17.4% |
| 1Y | +3.9% | -32.3% | +36.1% | +14.8% |
| 3Y | +67.6% | +72.4% | -4.8% | +36.4% |
| 5Y | -8.8% | +50.6% | -59.5% | -24.4% |
| 10Y | +45.0% | +335.2% | -290.3% | -19.3% |
| All | -39.9% | +1,862.0% | -1,901.9% | -83.2% |
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