+95.7%
AGG vs SGI
+2,032.3%
-1,936.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | -0.2% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | -0.2% | +5.5% | -5.8% | -0.3% |
| 3M | -0.7% | -3.6% | +2.9% | -0.7% |
| 6M | -1.8% | -15.0% | +13.3% | -1.7% |
| YTD | -0.6% | -23.0% | +22.4% | -0.5% |
| 1Y | +0.4% | -18.4% | +18.8% | +0.4% |
| 3Y | +13.2% | +57.8% | -44.6% | +13.0% |
| 5Y | -2.0% | +51.5% | -53.4% | -2.2% |
| 10Y | +15.1% | +275.2% | -260.1% | +14.5% |
| All | +95.7% | +2,032.3% | -1,936.6% | +98.0% |
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