+75.7%
AR vs SGI
+58.5%
+17.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.3% |
| 7D | -11.7% | +5.3% | -17.0% | -12.8% |
| 30D | +1.8% | +8.2% | -6.3% | -0.1% |
| 3M | +6.0% | -2.2% | +8.2% | +5.8% |
| 6M | -7.0% | -8.4% | +1.4% | -6.7% |
| YTD | +5.6% | -23.4% | +29.0% | +10.0% |
| 1Y | +10.8% | -14.0% | +24.8% | +10.7% |
| 3Y | +19.3% | +78.8% | -59.5% | -7.5% |
| All | +75.7% | +58.5% | +17.1% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling