+36.4%
ITW vs SGI
+45.9%
-9.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.3% |
| 7D | -2.4% | -4.9% | +2.5% | -1.0% |
| 30D | -9.5% | +1.6% | -11.1% | -10.1% |
| 3M | +6.6% | -3.2% | +9.8% | +7.2% |
| 6M | -1.8% | -16.0% | +14.3% | +2.1% |
| YTD | +9.0% | -25.4% | +34.4% | +16.7% |
| 1Y | +3.6% | -21.6% | +25.1% | +8.9% |
| 3Y | +19.4% | +52.9% | -33.4% | +2.3% |
| 5Y | +36.4% | +47.5% | -11.1% | +9.0% |
| All | +36.4% | +45.9% | -9.5% | +9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling