+1,082.8%
LOW vs SGI
+1,798.9%
-716.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | +1.4% | -5.3% | +6.7% | +2.9% |
| 30D | +21.7% | -2.1% | +23.8% | +22.4% |
| 3M | +5.0% | -8.2% | +13.2% | +7.3% |
| 6M | +4.6% | -4.6% | +9.2% | +5.6% |
| YTD | -3.5% | -31.5% | +28.0% | +5.8% |
| 1Y | +0.5% | -30.8% | +31.4% | +9.9% |
| 3Y | +24.8% | +67.2% | -42.4% | +7.5% |
| 5Y | +6.5% | +42.5% | -36.0% | -7.3% |
| 10Y | +294.6% | +321.9% | -27.3% | +141.8% |
| All | +1,082.8% | +1,798.9% | -716.1% | +274.3% |
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 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