-0.8%
F vs SGI
-23.3%
+22.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.7% | +1.2% |
| 7D | +1.6% | +1.0% | +0.6% | +1.1% |
| 30D | +2.6% | +3.9% | -1.3% | +1.1% |
| 3M | -8.8% | -0.8% | -8.0% | -8.8% |
| 6M | +4.6% | -18.0% | +22.6% | +10.7% |
| YTD | -1.9% | -27.6% | +25.7% | +5.1% |
| 1Y | -0.8% | -27.2% | +26.5% | +6.2% |
| All | -0.8% | -23.3% | +22.5% | +6.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling