+22.7%
C vs SGI
-26.9%
+49.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +1.5% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -5.4% | +6.6% | -12.0% | -7.3% |
| 3M | -9.2% | +1.8% | -11.0% | -10.0% |
| 6M | -1.8% | -3.9% | +2.1% | -1.8% |
| YTD | +6.7% | -25.2% | +31.9% | +14.3% |
| All | +22.7% | -26.9% | +49.5% | +33.1% |
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 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