+90.0%
IT vs SGI
+266.5%
-176.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.7% | +1.4% |
| 7D | -12.7% | -4.9% | -7.8% | -11.5% |
| 30D | -8.9% | +1.6% | -10.5% | -9.3% |
| 3M | +10.1% | -3.2% | +13.3% | +10.6% |
| 6M | +7.3% | -16.0% | +23.3% | +10.7% |
| YTD | -32.4% | -25.4% | -6.9% | -28.1% |
| 1Y | -26.6% | -21.6% | -5.1% | -23.6% |
| 3Y | -51.8% | +52.9% | -104.7% | -59.4% |
| 5Y | -45.6% | +47.5% | -93.1% | -55.5% |
| All | +90.0% | +266.5% | -176.5% | +4.3% |
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