+337.2%
IR vs SGI
+422.2%
-85.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +1.4% |
| 7D | +4.3% | -10.7% | +14.9% | +8.3% |
| 30D | +8.1% | -3.6% | +11.7% | +8.9% |
| 3M | +0.7% | -5.4% | +6.1% | +1.8% |
| 6M | +16.6% | -7.0% | +23.7% | +18.4% |
| YTD | +7.8% | -31.6% | +39.4% | +21.4% |
| 1Y | +9.9% | -33.5% | +43.4% | +25.0% |
| 3Y | +25.2% | +66.5% | -41.3% | +2.6% |
| 5Y | +46.8% | +42.2% | +4.6% | +20.9% |
| All | +337.2% | +422.2% | -85.0% | +126.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling