+5.6%
IR vs SGI
-16.2%
+21.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.5% | +6.8% | +3.1% |
| 7D | +3.7% | +1.0% | +2.7% | +3.0% |
| 30D | +7.4% | +3.9% | +3.5% | +5.3% |
| 3M | -5.9% | -0.8% | -5.1% | -6.4% |
| 6M | +5.6% | -18.0% | +23.5% | +12.8% |
| All | +5.6% | -16.2% | +21.8% | +12.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling