+56.5%
IOT vs SGI
+55.2%
+1.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -2.7% |
| 7D | +5.1% | +0.6% | +4.5% | +4.8% |
| 30D | -3.0% | +5.5% | -8.6% | -6.3% |
| 3M | +15.0% | -3.6% | +18.6% | +15.7% |
| 6M | +13.1% | -15.0% | +28.2% | +19.0% |
| YTD | +9.0% | -23.0% | +32.1% | +20.9% |
| 1Y | +0.1% | -18.4% | +18.5% | +5.9% |
| 3Y | +26.4% | +57.8% | -31.3% | -17.2% |
| All | +56.5% | +55.2% | +1.3% | +8.8% |
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