+29.0%
ALL vs SGI
-19.6%
+48.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -2.4% |
| 7D | -1.7% | +9.3% | -11.0% | -1.7% |
| 30D | -4.7% | +6.9% | -11.6% | -4.7% |
| 3M | +18.4% | +2.8% | +15.5% | +17.8% |
| 6M | +20.5% | -12.6% | +33.1% | +21.8% |
| YTD | +23.5% | -21.5% | +45.1% | +24.9% |
| 1Y | +29.0% | -18.8% | +47.7% | +31.0% |
| All | +29.0% | -19.6% | +48.6% | +31.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling