+55.3%
B vs SGI
-19.6%
+74.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.0% | -1.3% |
| 7D | +2.3% | +9.3% | -7.0% | -0.5% |
| 30D | +1.4% | +6.9% | -5.5% | -0.8% |
| 3M | +12.2% | +2.8% | +9.3% | +10.6% |
| 6M | -2.1% | -12.6% | +10.5% | +0.4% |
| YTD | +2.9% | -21.5% | +24.5% | +8.7% |
| 1Y | +55.3% | -18.8% | +74.1% | +65.3% |
| All | +55.3% | -19.6% | +74.9% | +65.3% |
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