+17.6%
JD vs SGI
+261.3%
-243.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.6% | -2.0% |
| 7D | -0.8% | +9.3% | -10.1% | -2.7% |
| 30D | -16.0% | +6.9% | -22.9% | -17.4% |
| 3M | -3.2% | +2.8% | -6.0% | -4.4% |
| 6M | +6.1% | -12.6% | +18.7% | +7.9% |
| YTD | -0.1% | -21.5% | +21.4% | +3.6% |
| 1Y | -12.7% | -18.8% | +6.0% | -10.5% |
| 3Y | -6.3% | +60.8% | -67.1% | -19.1% |
| 5Y | -61.3% | +60.0% | -121.4% | -67.7% |
| 10Y | +17.6% | +267.8% | -250.2% | -18.9% |
| All | +17.6% | +261.3% | -243.7% | -18.9% |
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