+69.4%
F vs SGI
+339.7%
-270.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.5% | +1.1% |
| 7D | +1.0% | -3.9% | +4.9% | +2.2% |
| 30D | +2.1% | +0.9% | +1.2% | +1.5% |
| 3M | -10.3% | -2.9% | -7.4% | -9.7% |
| 6M | +3.3% | -9.0% | +12.2% | +5.6% |
| YTD | -2.0% | -29.2% | +27.2% | +8.6% |
| 1Y | -2.3% | -32.3% | +30.0% | +9.9% |
| 3Y | +49.9% | +72.4% | -22.5% | +18.4% |
| 5Y | -12.5% | +50.6% | -63.1% | -30.5% |
| All | +69.4% | +339.7% | -270.3% | -9.5% |
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 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