+6.0%
LOW vs SGI
+45.9%
-39.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | +0.2% |
| 7D | -2.6% | -4.9% | +2.3% | -0.7% |
| 30D | -11.1% | +1.6% | -12.7% | -11.9% |
| 3M | -8.5% | -3.2% | -5.3% | -7.6% |
| 6M | -20.8% | -16.0% | -4.8% | -16.0% |
| YTD | -17.2% | -25.4% | +8.2% | -8.4% |
| 1Y | -24.7% | -21.6% | -3.1% | -18.8% |
| 3Y | -9.7% | +52.9% | -62.6% | -26.7% |
| 5Y | +6.0% | +47.5% | -41.5% | -16.3% |
| All | +6.0% | +45.9% | -39.9% | -16.3% |
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