-21.3%
IT vs SGI
-17.2%
-4.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.7% |
| 7D | -6.0% | +8.5% | -14.6% | -6.6% |
| 30D | 0.0% | +0.7% | -0.7% | -0.2% |
| 3M | +13.1% | +0.6% | +12.5% | +12.3% |
| 6M | +11.7% | -17.9% | +29.6% | +11.3% |
| YTD | -26.1% | -21.2% | -4.9% | -25.3% |
| 1Y | -21.3% | -18.9% | -2.4% | -17.4% |
| All | -21.3% | -17.2% | -4.1% | -17.4% |
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