-35.9%
DOW vs SGI
+61.8%
-97.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.5% |
| 7D | -2.9% | +9.3% | -12.2% | -4.7% |
| 30D | +2.0% | +6.9% | -4.9% | +0.5% |
| 3M | -12.5% | +2.8% | -15.4% | -13.9% |
| 6M | -9.2% | -12.6% | +3.4% | -8.4% |
| YTD | +30.8% | -21.5% | +52.3% | +36.0% |
| 1Y | +29.4% | -18.8% | +48.1% | +32.7% |
| 3Y | -34.6% | +60.8% | -95.4% | -44.8% |
| 5Y | -35.9% | +60.0% | -96.0% | -49.3% |
| All | -35.9% | +61.8% | -97.8% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling