+95.1%
F vs SGI
+267.9%
-172.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +5.3% | +8.5% | -3.2% | +2.4% |
| 30D | +4.6% | +0.7% | +3.9% | +4.2% |
| 3M | -3.7% | +0.6% | -4.3% | -4.4% |
| 6M | +16.8% | -17.9% | +34.8% | +23.6% |
| YTD | +15.3% | -21.2% | +36.5% | +23.1% |
| 1Y | +31.0% | -18.9% | +49.9% | +37.9% |
| 3Y | +45.4% | +52.6% | -7.2% | +20.5% |
| 5Y | +54.7% | +60.7% | -6.1% | +21.0% |
| All | +95.1% | +267.9% | -172.8% | +4.2% |
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