-15.8%
F vs SGI
+45.7%
-61.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | +0.1% | -1.5% |
| 7D | -3.9% | -10.7% | +6.8% | +0.8% |
| 30D | -0.5% | -3.6% | +3.1% | +0.7% |
| 3M | -12.9% | -5.4% | -7.5% | -11.2% |
| 6M | +1.5% | -7.0% | +8.6% | +3.3% |
| YTD | -5.0% | -31.6% | +26.6% | +9.4% |
| 1Y | -7.3% | -33.5% | +26.2% | +8.0% |
| 3Y | +45.3% | +66.5% | -21.2% | +4.5% |
| 5Y | -15.8% | +42.2% | -57.9% | -38.9% |
| All | -15.8% | +45.7% | -61.5% | -38.9% |
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