+437.8%
D vs SGI
+2,083.6%
-1,645.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +0.4% | +8.5% | -8.1% | -0.3% |
| 30D | -3.6% | +0.7% | -4.2% | -3.7% |
| 3M | -1.0% | +0.6% | -1.6% | -1.2% |
| 6M | +6.3% | -17.9% | +24.2% | +7.6% |
| YTD | +14.7% | -21.2% | +35.9% | +16.4% |
| 1Y | +16.9% | -18.9% | +35.8% | +18.2% |
| 3Y | +56.8% | +52.6% | +4.2% | +49.5% |
| 5Y | +5.2% | +60.7% | -55.5% | -1.6% |
| 10Y | +35.9% | +278.1% | -242.2% | +13.5% |
| All | +437.8% | +2,083.6% | -1,645.7% | +228.6% |
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