+227.1%
LOW vs SGI
+266.5%
-39.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +0.1% |
| 7D | -2.6% | -4.9% | +2.3% | -0.9% |
| 30D | -11.1% | +1.6% | -12.7% | -11.7% |
| 3M | -8.5% | -3.2% | -5.3% | -7.7% |
| 6M | -20.8% | -16.0% | -4.8% | -16.6% |
| YTD | -17.2% | -25.4% | +8.2% | -9.5% |
| 1Y | -24.7% | -21.6% | -3.1% | -19.5% |
| 3Y | -9.7% | +52.9% | -62.6% | -24.2% |
| 5Y | +6.0% | +47.5% | -41.5% | -13.7% |
| All | +227.1% | +266.5% | -39.3% | +70.4% |
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