+75.0%
D vs SGI
+67.2%
+7.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.4% | -5.3% | +3.9% | -0.6% |
| 30D | +7.7% | -2.1% | +9.8% | +8.0% |
| 3M | -0.3% | -8.2% | +7.9% | +0.7% |
| 6M | +10.1% | -4.6% | +14.6% | +10.3% |
| YTD | +19.1% | -31.5% | +50.5% | +24.5% |
| 1Y | +15.9% | -30.8% | +46.7% | +20.9% |
| 3Y | +75.0% | +67.2% | +7.8% | +44.7% |
| All | +75.0% | +67.2% | +7.8% | +44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling