+86.6%
F vs SGI
+2,021.1%
-1,934.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.3% |
| 7D | +1.4% | +5.3% | -3.9% | -0.1% |
| 30D | +2.0% | +8.2% | -6.1% | -0.3% |
| 3M | -10.4% | -2.2% | -8.2% | -10.0% |
| 6M | +9.7% | -8.4% | +18.1% | +11.5% |
| YTD | -1.2% | -23.4% | +22.2% | +5.2% |
| 1Y | 0.0% | -14.0% | +14.0% | +2.7% |
| 3Y | +41.1% | +78.8% | -37.7% | +16.6% |
| 5Y | -11.4% | +58.6% | -70.0% | -26.1% |
| 10Y | +85.0% | +427.8% | -342.9% | +2.0% |
| All | +86.6% | +2,021.1% | -1,934.4% | -48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling