-24.2%
AR vs SGI
+613.9%
-638.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | +2.5% | +8.5% | -6.0% | +0.4% |
| 30D | +14.8% | +0.7% | +14.1% | +14.3% |
| 3M | +6.2% | +0.6% | +5.6% | +5.1% |
| 6M | +4.3% | -17.9% | +22.2% | +7.1% |
| YTD | +14.4% | -21.2% | +35.5% | +18.2% |
| 1Y | +21.3% | -18.9% | +40.2% | +23.8% |
| 3Y | +39.8% | +52.6% | -12.8% | +18.0% |
| 5Y | +142.1% | +60.7% | +81.4% | +95.1% |
| 10Y | +52.0% | +278.1% | -226.1% | -9.0% |
| All | -24.2% | +613.9% | -638.2% | -56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling