+40.0%
IWM vs SGI
+61.8%
-21.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | +1.4% | +9.3% | -7.9% | -1.9% |
| 30D | -2.3% | +6.9% | -9.2% | -4.8% |
| 3M | +4.0% | +2.8% | +1.1% | +2.1% |
| 6M | +17.9% | -12.6% | +30.5% | +22.1% |
| YTD | +20.2% | -21.5% | +41.7% | +28.9% |
| 1Y | +25.0% | -18.8% | +43.7% | +31.5% |
| 3Y | +66.0% | +60.8% | +5.1% | +31.4% |
| 5Y | +40.0% | +60.0% | -20.0% | +4.8% |
| All | +40.0% | +61.8% | -21.8% | +4.8% |
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 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