+54.2%
AR vs SGI
+318.6%
-264.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +2.1% |
| 7D | +6.4% | -10.7% | +17.1% | +9.3% |
| 30D | +3.1% | -3.6% | +6.7% | +3.4% |
| 3M | +3.3% | -5.4% | +8.7% | +3.7% |
| 6M | +6.6% | -7.0% | +13.6% | +6.2% |
| YTD | +12.3% | -31.6% | +43.9% | +19.8% |
| 1Y | +12.3% | -33.5% | +45.9% | +20.6% |
| 3Y | +50.4% | +66.5% | -16.0% | +20.8% |
| 5Y | +101.0% | +42.2% | +58.8% | +62.9% |
| All | +54.2% | +318.6% | -264.3% | -10.8% |
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