+171.7%
IWM vs SGI
+263.3%
-91.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -0.8% |
| 7D | -1.1% | +0.6% | -1.8% | -1.3% |
| 30D | -3.1% | +5.5% | -8.6% | -4.8% |
| 3M | +2.2% | -3.6% | +5.8% | +2.8% |
| 6M | +15.1% | -15.0% | +30.1% | +19.4% |
| YTD | +18.6% | -23.0% | +41.6% | +26.3% |
| 1Y | +24.0% | -18.4% | +42.4% | +29.2% |
| 3Y | +63.7% | +57.8% | +6.0% | +38.5% |
| 5Y | +38.2% | +51.5% | -13.3% | +13.7% |
| 10Y | +171.7% | +275.2% | -103.5% | +55.6% |
| All | +171.7% | +263.3% | -91.6% | +55.6% |
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