+62.1%
D vs SGI
+54.7%
+7.4%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +1.5% | +8.5% | -7.1% | +0.4% |
| 30D | -2.6% | +0.7% | -3.3% | -2.7% |
| 3M | 0.0% | +0.6% | -0.6% | -0.3% |
| 6M | +7.4% | -17.9% | +25.3% | +9.9% |
| YTD | +15.9% | -21.2% | +37.0% | +19.1% |
| 1Y | +18.1% | -18.9% | +37.0% | +20.5% |
| All | +62.1% | +54.7% | +7.4% | +42.5% |
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