+50.0%
DOW vs SGI
-33.4%
+83.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.3% |
| 7D | +5.2% | -5.3% | +10.5% | +4.3% |
| 30D | +13.2% | -2.1% | +15.3% | +13.1% |
| 3M | +10.1% | -8.2% | +18.3% | +8.7% |
| 6M | -13.1% | -4.6% | -8.5% | -14.1% |
| YTD | +46.1% | -31.5% | +77.6% | +52.5% |
| 1Y | +50.0% | -30.8% | +80.8% | +54.5% |
| All | +50.0% | -33.4% | +83.4% | +54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling