-1.4%
DOW vs SGI
+373.8%
-375.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.8% | +3.5% |
| 7D | -0.5% | -10.5% | +10.0% | +2.3% |
| 30D | +15.7% | +0.1% | +15.6% | +15.1% |
| 3M | +5.3% | -4.0% | +9.3% | +5.6% |
| 6M | -14.2% | -5.6% | -8.6% | -14.9% |
| YTD | +43.9% | -29.5% | +73.4% | +53.1% |
| 1Y | +53.1% | -31.5% | +84.6% | +64.3% |
| 3Y | -21.8% | +71.6% | -93.4% | -37.8% |
| 5Y | -28.3% | +50.5% | -78.8% | -43.3% |
| All | -1.4% | +373.8% | -375.2% | -31.0% |
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