+32.5%
JD vs SGI
+356.4%
-324.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.0% | +0.9% |
| 7D | +5.2% | -3.9% | +9.1% | +5.9% |
| 30D | +4.5% | +0.9% | +3.6% | +4.0% |
| 3M | -15.4% | -2.9% | -12.5% | -15.3% |
| 6M | -6.0% | -9.0% | +2.9% | -5.4% |
| YTD | +2.2% | -29.2% | +31.3% | +8.1% |
| 1Y | -6.7% | -32.3% | +25.6% | -0.3% |
| 3Y | +20.5% | +72.4% | -51.9% | +1.6% |
| 5Y | -58.4% | +50.6% | -109.1% | -65.1% |
| 10Y | +32.5% | +335.2% | -302.8% | -10.2% |
| All | +32.5% | +356.4% | -324.0% | -10.2% |
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