+19.2%
D vs SGI
-19.6%
+38.8%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | +0.8% | +9.3% | -8.5% | +0.2% |
| 30D | -0.7% | +6.9% | -7.6% | -1.2% |
| 3M | +2.1% | +2.8% | -0.8% | +1.9% |
| 6M | +6.8% | -12.6% | +19.4% | +7.9% |
| YTD | +16.5% | -21.5% | +38.1% | +18.8% |
| 1Y | +19.2% | -18.8% | +37.9% | +21.1% |
| All | +19.2% | -19.6% | +38.8% | +21.1% |
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