+11.2%
AR vs SGI
-30.7%
+41.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.2% | +6.5% | +3.8% |
| 7D | -5.8% | -3.9% | -1.8% | -6.5% |
| 30D | +4.8% | +0.9% | +3.9% | +5.4% |
| 3M | +1.5% | -2.9% | +4.4% | +1.4% |
| 6M | +4.7% | -9.0% | +13.7% | +4.0% |
| YTD | +9.2% | -29.2% | +38.4% | +11.3% |
| 1Y | +11.2% | -32.3% | +43.4% | +12.9% |
| All | +11.2% | -30.7% | +41.9% | +12.9% |
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 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