+53.9%
F vs SGI
+60.4%
-6.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.2% |
| 7D | +5.3% | +8.5% | -3.2% | +1.6% |
| 30D | +4.6% | +0.7% | +3.9% | +4.1% |
| 3M | -3.7% | +0.6% | -4.3% | -4.7% |
| 6M | +16.8% | -17.9% | +34.8% | +25.4% |
| YTD | +15.3% | -21.2% | +36.5% | +25.2% |
| 1Y | +31.0% | -18.9% | +49.9% | +39.4% |
| 3Y | +45.4% | +52.6% | -7.2% | +10.9% |
| All | +53.9% | +60.4% | -6.4% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling