+146.3%
AR vs SGI
+62.5%
+83.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +2.5% | +8.5% | -6.0% | +0.6% |
| 30D | +14.8% | +0.7% | +14.1% | +14.4% |
| 3M | +6.2% | +0.6% | +5.6% | +5.2% |
| 6M | +4.3% | -17.9% | +22.2% | +7.6% |
| YTD | +14.4% | -21.2% | +35.5% | +18.9% |
| 1Y | +21.3% | -18.9% | +40.2% | +24.2% |
| 3Y | +39.8% | +52.6% | -12.8% | +14.7% |
| All | +146.3% | +62.5% | +83.8% | +98.1% |
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