-10.8%
DOW vs SGI
+429.7%
-440.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.5% | -3.2% |
| 7D | -2.4% | +8.5% | -10.9% | -4.6% |
| 30D | +0.4% | +0.7% | -0.3% | -0.1% |
| 3M | -14.4% | +0.6% | -15.0% | -15.6% |
| 6M | -7.0% | -17.9% | +11.0% | -4.4% |
| YTD | +30.2% | -21.2% | +51.4% | +35.3% |
| 1Y | +29.2% | -18.9% | +48.1% | +32.5% |
| 3Y | -36.7% | +52.6% | -89.3% | -47.5% |
| 5Y | -37.7% | +60.7% | -98.4% | -51.2% |
| All | -10.8% | +429.7% | -440.5% | -39.0% |
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