+157.6%
B vs SGI
+60.4%
+97.3%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.7% | -2.3% |
| 7D | -1.6% | +8.5% | -10.1% | -2.8% |
| 30D | +9.4% | +0.7% | +8.8% | +9.2% |
| 3M | +5.0% | +0.6% | +4.4% | +4.7% |
| 6M | -3.5% | -17.9% | +14.4% | -1.4% |
| YTD | +4.5% | -21.2% | +25.6% | +7.3% |
| 1Y | +67.8% | -18.9% | +86.6% | +71.6% |
| 3Y | +196.7% | +52.6% | +144.1% | +180.3% |
| All | +157.6% | +60.4% | +97.3% | +128.1% |
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