-54.1%
IT vs SGI
+76.5%
-130.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.2% | +0.1% |
| 7D | -7.5% | -3.9% | -3.6% | -6.7% |
| 30D | -1.2% | +0.9% | -2.1% | -1.2% |
| 3M | -2.2% | -2.9% | +0.7% | -1.5% |
| 6M | +19.1% | -9.0% | +28.0% | +20.5% |
| YTD | -25.1% | -29.2% | +4.1% | -20.6% |
| 1Y | -17.4% | -32.3% | +14.9% | -11.7% |
| 3Y | -54.1% | +72.4% | -126.5% | -60.8% |
| All | -54.1% | +76.5% | -130.6% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling