+993.2%
ALL vs SGI
+2,021.1%
-1,027.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.3% |
| 7D | +4.2% | +5.3% | -1.1% | +3.1% |
| 30D | +18.9% | +8.2% | +10.8% | +17.0% |
| 3M | +1.2% | -2.2% | +3.4% | +1.3% |
| 6M | +23.2% | -8.4% | +31.6% | +24.0% |
| YTD | +30.0% | -23.4% | +53.4% | +34.7% |
| 1Y | +39.6% | -14.0% | +53.6% | +40.9% |
| 3Y | +115.2% | +78.8% | +36.4% | +83.3% |
| 5Y | +156.2% | +58.6% | +97.6% | +116.3% |
| 10Y | +398.0% | +427.8% | -29.9% | +192.5% |
| All | +993.2% | +2,021.1% | -1,027.8% | +214.9% |
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