-15.2%
F vs SGI
+58.5%
-73.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | +0.1% |
| 7D | +1.4% | +5.3% | -3.9% | -1.0% |
| 30D | +2.0% | +8.2% | -6.1% | -1.6% |
| 3M | -10.4% | -2.2% | -8.2% | -9.9% |
| 6M | +9.7% | -8.4% | +18.1% | +12.2% |
| YTD | -1.2% | -23.4% | +22.2% | +8.5% |
| 1Y | 0.0% | -14.0% | +14.0% | +3.4% |
| 3Y | +41.1% | +78.8% | -37.7% | -1.2% |
| All | -15.2% | +58.5% | -73.7% | -41.7% |
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