+59.0%
JD vs SGI
+409.4%
-350.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.5% | +7.1% | +2.8% |
| 7D | +13.4% | +1.0% | +12.4% | +13.0% |
| 30D | +7.7% | +3.9% | +3.8% | +6.6% |
| 3M | -11.3% | -0.8% | -10.5% | -11.5% |
| 6M | -5.1% | -18.0% | +12.8% | -2.2% |
| YTD | +5.0% | -27.6% | +32.7% | +10.6% |
| 1Y | -5.6% | -27.2% | +21.6% | -0.9% |
| 3Y | +17.8% | +76.0% | -58.2% | -0.6% |
| 5Y | -57.2% | +50.0% | -107.1% | -63.7% |
| 10Y | +34.8% | +399.1% | -364.3% | -13.2% |
| All | +59.0% | +409.4% | -350.4% | +4.6% |
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