+468.9%
D vs SGI
+2,021.1%
-1,552.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.8% | +2.6% | +0.1% |
| 7D | +6.9% | +5.3% | +1.6% | +6.5% |
| 30D | +12.3% | +8.2% | +4.1% | +11.6% |
| 3M | +3.0% | -2.2% | +5.2% | +3.1% |
| 6M | +12.8% | -8.4% | +21.2% | +13.2% |
| YTD | +22.6% | -23.4% | +46.0% | +24.6% |
| 1Y | +21.7% | -14.0% | +35.6% | +22.4% |
| 3Y | +83.9% | +78.8% | +5.1% | +73.3% |
| 5Y | +14.0% | +58.6% | -44.6% | +6.8% |
| 10Y | +45.6% | +427.8% | -382.3% | +18.3% |
| All | +468.9% | +2,021.1% | -1,552.2% | +248.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling