-51.3%
C vs SGI
+2,083.6%
-2,134.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +3.6% | +8.5% | -4.9% | +0.4% |
| 30D | +0.1% | +0.7% | -0.6% | -0.5% |
| 3M | +2.4% | +0.6% | +1.8% | +1.5% |
| 6M | +24.9% | -17.9% | +42.9% | +32.6% |
| YTD | +19.8% | -21.2% | +41.0% | +28.6% |
| 1Y | +44.9% | -18.9% | +63.7% | +52.8% |
| 3Y | +263.0% | +52.6% | +210.3% | +193.9% |
| 5Y | +129.5% | +60.7% | +68.8% | +71.7% |
| 10Y | +291.6% | +278.1% | +13.5% | +73.6% |
| All | -51.3% | +2,083.6% | -2,134.8% | -94.0% |
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 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