-30.6%
AR vs SGI
+555.7%
-586.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.6% | +0.5% |
| 7D | -14.3% | +1.0% | -15.2% | -14.7% |
| 30D | +1.4% | +3.9% | -2.5% | 0.0% |
| 3M | +3.4% | -0.8% | +4.2% | +2.8% |
| 6M | -2.1% | -18.0% | +15.9% | +0.9% |
| YTD | +4.7% | -27.6% | +32.3% | +9.9% |
| 1Y | +10.6% | -27.2% | +37.8% | +15.6% |
| 3Y | +24.6% | +76.0% | -51.4% | +0.7% |
| 5Y | +71.9% | +50.0% | +21.9% | +40.2% |
| 10Y | +46.4% | +399.1% | -352.7% | -15.7% |
| All | -30.6% | +555.7% | -586.3% | -60.0% |
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