+44.6%
AU vs SGI
-10.7%
+55.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.8% | +1.2% | +4.6% |
| 7D | +0.8% | +12.1% | -11.3% | -4.6% |
| 30D | -7.0% | +12.1% | -19.0% | -12.3% |
| 3M | +8.5% | +0.4% | +8.1% | +7.8% |
| 6M | -1.3% | -4.0% | +2.7% | -1.2% |
| YTD | +6.8% | -21.2% | +28.0% | +16.0% |
| 1Y | +44.6% | -12.1% | +56.7% | +54.6% |
| All | +44.6% | -10.7% | +55.3% | +54.6% |
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