+193.4%
B vs SGI
+261.3%
-67.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.4% |
| 7D | +2.3% | +9.3% | -7.0% | +1.4% |
| 30D | +1.4% | +6.9% | -5.5% | +0.7% |
| 3M | +12.2% | +2.8% | +9.3% | +11.8% |
| 6M | -2.1% | -12.6% | +10.5% | -1.1% |
| YTD | +2.9% | -21.5% | +24.5% | +4.9% |
| 1Y | +55.3% | -18.8% | +74.1% | +57.7% |
| 3Y | +198.7% | +60.8% | +137.9% | +185.7% |
| 5Y | +153.8% | +60.0% | +93.8% | +139.3% |
| 10Y | +193.4% | +267.8% | -74.4% | +147.6% |
| All | +193.4% | +261.3% | -67.9% | +147.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling