+12.3%
AR vs SGI
-33.8%
+46.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +0.6% |
| 7D | +6.4% | -10.7% | +17.1% | +3.6% |
| 30D | +3.1% | -3.6% | +6.7% | +2.6% |
| 3M | +3.3% | -5.4% | +8.7% | +2.5% |
| 6M | +6.6% | -7.0% | +13.6% | +6.1% |
| YTD | +12.3% | -31.6% | +43.9% | +13.7% |
| 1Y | +12.3% | -33.5% | +45.9% | +13.8% |
| All | +12.3% | -33.8% | +46.2% | +13.8% |
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 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