+117.8%
F vs SGI
+2,083.6%
-1,965.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.3% |
| 7D | +5.3% | +8.5% | -3.2% | +2.9% |
| 30D | +4.6% | +0.7% | +3.9% | +4.3% |
| 3M | -3.7% | +0.6% | -4.3% | -4.2% |
| 6M | +16.8% | -17.9% | +34.8% | +22.5% |
| YTD | +15.3% | -21.2% | +36.5% | +21.9% |
| 1Y | +31.0% | -18.9% | +49.9% | +36.8% |
| 3Y | +45.4% | +52.6% | -7.2% | +25.2% |
| 5Y | +54.7% | +60.7% | -6.1% | +28.5% |
| 10Y | +98.2% | +278.1% | -179.9% | +17.4% |
| All | +117.8% | +2,083.6% | -1,965.8% | -40.4% |
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 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