+188.3%
ITW vs SGI
+270.1%
-81.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -0.7% | -4.5% | +3.7% | +0.3% |
| 30D | -8.3% | +4.2% | -12.5% | -9.3% |
| 3M | +6.0% | -7.4% | +13.5% | +7.5% |
| 6M | 0.0% | -15.1% | +15.0% | +2.9% |
| YTD | +10.2% | -24.7% | +34.9% | +16.2% |
| 1Y | +3.2% | -21.8% | +25.0% | +7.6% |
| 3Y | +21.0% | +50.0% | -29.1% | +7.8% |
| 5Y | +37.9% | +48.9% | -11.0% | +18.9% |
| All | +188.3% | +270.1% | -81.8% | +87.6% |
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