-57.8%
JD vs SGI
+58.5%
-116.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.1% | +4.1% |
| 7D | +11.7% | +5.3% | +6.4% | +9.9% |
| 30D | +8.1% | +8.2% | -0.1% | +5.3% |
| 3M | -12.0% | -2.2% | -9.8% | -12.0% |
| 6M | -3.5% | -8.4% | +4.9% | -2.6% |
| YTD | +3.3% | -23.4% | +26.8% | +9.7% |
| 1Y | -7.4% | -14.0% | +6.5% | -6.4% |
| 3Y | +16.6% | +78.8% | -62.2% | -15.3% |
| All | -57.8% | +58.5% | -116.3% | -72.1% |
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