+15.9%
D vs SGI
-33.4%
+49.3%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.4% | -5.3% | +3.9% | -0.8% |
| 30D | +7.7% | -2.1% | +9.8% | +8.1% |
| 3M | -0.3% | -8.2% | +7.9% | +0.4% |
| 6M | +10.1% | -4.6% | +14.6% | +10.8% |
| YTD | +19.1% | -31.5% | +50.5% | +22.7% |
| 1Y | +15.9% | -30.8% | +46.7% | +19.8% |
| All | +15.9% | -33.4% | +49.3% | +19.8% |
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 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