+944.4%
ALL vs SGI
+1,905.4%
-961.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -5.5% | +1.0% | -3.4% |
| 7D | -1.9% | +1.0% | -2.9% | -2.1% |
| 30D | +13.8% | +3.9% | +9.9% | +12.8% |
| 3M | -7.0% | -0.8% | -6.2% | -7.1% |
| 6M | +18.0% | -18.0% | +36.0% | +21.5% |
| YTD | +24.2% | -27.6% | +51.8% | +30.2% |
| 1Y | +31.2% | -27.2% | +58.4% | +37.2% |
| 3Y | +107.5% | +76.0% | +31.6% | +77.3% |
| 5Y | +144.8% | +50.0% | +94.8% | +109.0% |
| 10Y | +375.8% | +399.1% | -23.3% | +182.6% |
| All | +944.4% | +1,905.4% | -961.0% | +204.3% |
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