-10.2%
DOW vs SGI
+401.2%
-411.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.7% |
| 7D | -2.4% | -4.9% | +2.5% | -1.1% |
| 30D | -4.1% | +1.6% | -5.7% | -4.7% |
| 3M | -12.4% | -3.2% | -9.3% | -12.7% |
| 6M | -10.6% | -16.0% | +5.4% | -9.0% |
| YTD | +31.1% | -25.4% | +56.5% | +38.3% |
| 1Y | +30.5% | -21.6% | +52.1% | +34.9% |
| 3Y | -34.4% | +52.9% | -87.3% | -45.7% |
| 5Y | -35.5% | +47.5% | -83.0% | -48.2% |
| All | -10.2% | +401.2% | -411.4% | -37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling