+4.2%
ITW vs SGI
-17.2%
+21.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -3.6% | +8.5% | -12.1% | -5.6% |
| 30D | -9.1% | +0.7% | -9.8% | -9.4% |
| 3M | +8.2% | +0.6% | +7.6% | +7.8% |
| 6M | -4.8% | -17.9% | +13.2% | -1.0% |
| YTD | +11.0% | -21.2% | +32.2% | +16.0% |
| 1Y | +4.2% | -18.9% | +23.1% | +10.8% |
| All | +4.2% | -17.2% | +21.4% | +10.8% |
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 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