+54.3%
JD vs SGI
+454.6%
-400.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.8% |
| 7D | -1.7% | +8.5% | -10.2% | -3.5% |
| 30D | -13.2% | +0.7% | -13.8% | -13.5% |
| 3M | -3.2% | +0.6% | -3.8% | -4.0% |
| 6M | +15.2% | -17.9% | +33.2% | +18.8% |
| YTD | +2.0% | -21.2% | +23.2% | +5.7% |
| 1Y | -5.4% | -18.9% | +13.5% | -2.9% |
| 3Y | -9.1% | +52.6% | -61.7% | -20.7% |
| 5Y | -59.6% | +60.7% | -120.3% | -66.2% |
| 10Y | +26.2% | +278.1% | -251.9% | -14.2% |
| All | +54.3% | +454.6% | -400.3% | 0.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling