-57.8%
C vs SGI
+2,021.1%
-2,078.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.8% | -2.3% | -4.0% |
| 7D | -5.3% | +5.3% | -10.6% | -7.2% |
| 30D | -7.3% | +8.2% | -15.5% | -10.3% |
| 3M | -13.5% | -2.2% | -11.3% | -13.4% |
| 6M | -6.5% | -8.4% | +1.9% | -5.0% |
| YTD | +3.6% | -23.4% | +27.0% | +11.9% |
| 1Y | +18.9% | -14.0% | +32.9% | +22.2% |
| 3Y | +205.0% | +78.8% | +126.2% | +132.8% |
| 5Y | +109.4% | +58.6% | +50.8% | +57.0% |
| 10Y | +232.9% | +427.8% | -194.9% | +31.0% |
| All | -57.8% | +2,021.1% | -2,078.9% | -94.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling