+437.8%
D vs SGI
+2,083.6%
-1,645.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +1.5% | +8.5% | -7.1% | +0.8% |
| 30D | -2.6% | +0.7% | -3.3% | -2.7% |
| 3M | 0.0% | +0.6% | -0.6% | -0.2% |
| 6M | +7.4% | -17.9% | +25.3% | +8.7% |
| YTD | +15.9% | -21.2% | +37.0% | +17.6% |
| 1Y | +18.1% | -18.9% | +37.0% | +19.4% |
| 3Y | +58.4% | +52.6% | +5.7% | +51.1% |
| 5Y | +5.2% | +60.7% | -55.5% | -1.6% |
| 10Y | +35.9% | +278.1% | -242.2% | +13.5% |
| All | +437.8% | +2,083.6% | -1,645.7% | +228.6% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling