+364.6%
ALL vs SGI
+270.3%
+94.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.3% |
| 7D | -1.7% | +9.3% | -11.0% | -3.2% |
| 30D | -4.7% | +6.9% | -11.6% | -5.8% |
| 3M | +18.4% | +2.8% | +15.5% | +17.2% |
| 6M | +20.5% | -12.6% | +33.1% | +22.1% |
| YTD | +23.5% | -21.5% | +45.1% | +27.2% |
| 1Y | +29.0% | -18.8% | +47.7% | +31.6% |
| 3Y | +153.7% | +60.8% | +92.9% | +124.2% |
| 5Y | +114.8% | +60.0% | +54.8% | +84.3% |
| All | +364.6% | +270.3% | +94.3% | +210.1% |
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 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