+207.0%
C vs SGI
+319.5%
-112.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | +4.2% | -5.3% | +9.5% | +6.0% |
| 30D | +2.0% | -2.1% | +4.0% | +2.3% |
| 3M | -10.1% | -8.2% | -1.9% | -8.2% |
| 6M | +1.0% | -4.6% | +5.5% | +1.2% |
| YTD | +8.5% | -31.5% | +39.9% | +20.5% |
| 1Y | +25.7% | -30.8% | +56.6% | +39.1% |
| 3Y | +216.0% | +67.2% | +148.8% | +154.7% |
| 5Y | +112.3% | +42.5% | +69.8% | +71.5% |
| All | +207.0% | +319.5% | -112.5% | +53.0% |
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