-3.5%
IR vs SGI
-17.2%
+13.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.0% |
| 7D | -2.8% | +8.5% | -11.4% | -6.5% |
| 30D | -15.1% | +0.7% | -15.8% | -15.5% |
| 3M | +6.1% | +0.6% | +5.5% | +5.5% |
| 6M | -16.8% | -17.9% | +1.1% | -10.6% |
| YTD | -3.5% | -21.2% | +17.6% | +5.0% |
| 1Y | -3.5% | -18.9% | +15.4% | +8.1% |
| All | -3.5% | -17.2% | +13.7% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling