+138.0%
B vs SGI
+49.9%
+88.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +1.4% |
| 7D | +9.6% | +1.0% | +8.6% | +9.4% |
| 30D | +3.5% | +3.9% | -0.4% | +2.8% |
| 3M | -1.6% | -0.8% | -0.8% | -1.6% |
| 6M | -1.7% | -18.0% | +16.3% | +0.8% |
| YTD | -5.3% | -27.6% | +22.3% | -1.5% |
| 1Y | +27.2% | -27.2% | +54.5% | +32.3% |
| 3Y | +166.1% | +76.0% | +90.1% | +149.9% |
| All | +138.0% | +49.9% | +88.1% | +111.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling