+16.9%
D vs SGI
-26.9%
+43.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.8% | -0.9% |
| 7D | +0.8% | -0.2% | +1.0% | +0.8% |
| 30D | +10.7% | +6.6% | +4.1% | +10.1% |
| 3M | +2.3% | +1.8% | +0.5% | +2.0% |
| 6M | +12.5% | -3.9% | +16.4% | +12.7% |
| YTD | +20.1% | -25.2% | +45.3% | +22.7% |
| All | +16.9% | -26.9% | +43.8% | +19.1% |
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