-9.7%
JD vs SGI
-10.7%
+1.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.8% | -3.8% | +2.7% |
| 7D | +9.0% | +12.1% | -3.1% | +8.3% |
| 30D | +5.2% | +12.1% | -6.9% | +4.6% |
| 3M | -15.9% | +0.4% | -16.3% | -16.1% |
| 6M | -7.7% | -4.0% | -3.7% | -7.5% |
| YTD | +0.1% | -21.2% | +21.3% | +1.1% |
| 1Y | -9.7% | -12.1% | +2.3% | -9.3% |
| All | -9.7% | -10.7% | +1.0% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling