+55.4%
IOT vs SGI
+51.9%
+3.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.1% | -0.7% |
| 7D | -4.5% | -4.5% | -0.1% | -2.1% |
| 30D | -2.4% | +4.2% | -6.6% | -5.1% |
| 3M | +19.0% | -7.4% | +26.4% | +22.6% |
| 6M | +19.6% | -15.1% | +34.7% | +25.5% |
| YTD | +8.3% | -24.7% | +33.0% | +21.5% |
| 1Y | -0.8% | -21.8% | +21.0% | +7.7% |
| 3Y | +24.4% | +50.0% | -25.6% | -15.9% |
| All | +55.4% | +51.9% | +3.5% | +9.3% |
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