+1,081.4%
LOW vs SGI
+1,794.5%
-713.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -1.0% |
| 7D | +0.1% | -10.7% | +10.8% | +3.1% |
| 30D | +21.3% | -3.6% | +24.9% | +22.5% |
| 3M | +6.0% | -5.4% | +11.4% | +7.4% |
| 6M | +2.6% | -7.0% | +9.6% | +4.2% |
| YTD | -3.6% | -31.6% | +28.0% | +5.7% |
| 1Y | -1.0% | -33.5% | +32.6% | +9.4% |
| 3Y | +24.2% | +66.5% | -42.3% | +7.0% |
| 5Y | +6.3% | +42.2% | -35.8% | -7.3% |
| 10Y | +294.1% | +320.9% | -26.8% | +141.7% |
| All | +1,081.4% | +1,794.5% | -713.1% | +274.1% |
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