+48.8%
D vs SGI
+318.6%
-269.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.6% |
| 7D | -3.1% | -10.7% | +7.6% | -2.3% |
| 30D | +8.4% | -3.6% | +11.9% | +8.6% |
| 3M | +0.2% | -5.4% | +5.6% | +0.5% |
| 6M | +9.5% | -7.0% | +16.5% | +9.8% |
| YTD | +18.8% | -31.6% | +50.4% | +21.5% |
| 1Y | +14.7% | -33.5% | +48.2% | +17.5% |
| 3Y | +72.9% | +66.5% | +6.5% | +66.0% |
| 5Y | +13.1% | +42.2% | -29.1% | +8.2% |
| All | +48.8% | +318.6% | -269.8% | +42.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling