+981.4%
ITW vs SGI
+2,073.9%
-1,092.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.4% | +9.3% | -9.7% | -2.2% |
| 30D | -9.4% | +6.9% | -16.3% | -10.7% |
| 3M | +7.1% | +2.8% | +4.3% | +6.2% |
| 6M | -1.9% | -12.6% | +10.7% | +0.1% |
| YTD | +10.4% | -21.5% | +32.0% | +14.9% |
| 1Y | +3.3% | -18.8% | +22.1% | +6.4% |
| 3Y | +21.0% | +60.8% | -39.8% | +7.7% |
| 5Y | +36.3% | +60.0% | -23.7% | +18.4% |
| 10Y | +185.8% | +267.8% | -82.1% | +92.6% |
| All | +981.4% | +2,073.9% | -1,092.5% | +307.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling