+44.3%
AR vs SGI
+263.3%
-218.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.6% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | +5.5% | +5.5% | 0.0% | +3.9% |
| 3M | +12.9% | -3.6% | +16.5% | +12.8% |
| 6M | +0.1% | -15.0% | +15.1% | +1.9% |
| YTD | +13.5% | -23.0% | +36.6% | +18.2% |
| 1Y | +21.6% | -18.4% | +40.0% | +23.8% |
| 3Y | +46.0% | +57.8% | -11.8% | +21.1% |
| 5Y | +143.7% | +51.5% | +92.3% | +97.9% |
| 10Y | +44.3% | +275.2% | -230.9% | -18.8% |
| All | +44.3% | +263.3% | -218.9% | -18.8% |
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