+368.4%
ALL vs SGI
+356.4%
+11.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -5.3% | +8.2% | +3.8% |
| 7D | -0.1% | -3.9% | +3.8% | +0.5% |
| 30D | +13.8% | +0.9% | +12.9% | +13.5% |
| 3M | -2.8% | -2.9% | +0.1% | -2.5% |
| 6M | +23.7% | -9.0% | +32.6% | +24.5% |
| YTD | +27.3% | -29.2% | +56.5% | +33.2% |
| 1Y | +30.5% | -32.3% | +62.8% | +37.7% |
| 3Y | +113.0% | +72.4% | +40.6% | +84.6% |
| 5Y | +157.6% | +50.6% | +106.9% | +121.9% |
| 10Y | +368.4% | +335.2% | +33.1% | +210.4% |
| All | +368.4% | +356.4% | +11.9% | +210.4% |
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