+56.4%
JD vs SGI
+438.7%
-382.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.8% | +6.1% | +3.9% |
| 7D | +11.7% | +5.3% | +6.4% | +10.4% |
| 30D | +8.1% | +8.2% | -0.1% | +6.1% |
| 3M | -12.0% | -2.2% | -9.8% | -12.0% |
| 6M | -3.5% | -8.4% | +4.9% | -2.9% |
| YTD | +3.3% | -23.4% | +26.8% | +7.6% |
| 1Y | -7.4% | -14.0% | +6.5% | -6.4% |
| 3Y | +16.6% | +78.8% | -62.2% | -1.8% |
| 5Y | -57.9% | +58.6% | -116.5% | -64.7% |
| 10Y | +32.6% | +427.8% | -395.2% | -15.6% |
| All | +56.4% | +438.7% | -382.3% | +1.7% |
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