+20.5%
C vs SGI
-23.3%
+43.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +2.0% |
| 7D | -2.4% | +1.0% | -3.4% | -2.7% |
| 30D | -6.0% | +3.9% | -9.9% | -7.2% |
| 3M | -10.5% | -0.8% | -9.7% | -10.8% |
| 6M | -5.7% | -18.0% | +12.2% | -1.1% |
| YTD | +4.1% | -27.6% | +31.7% | +12.5% |
| 1Y | +20.5% | -27.2% | +47.7% | +30.0% |
| All | +20.5% | -23.3% | +43.8% | +30.0% |
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 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