+955.2%
LOW vs SGI
+2,083.6%
-1,128.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -1.7% | +8.5% | -10.3% | -3.9% |
| 30D | -7.0% | +0.7% | -7.7% | -7.3% |
| 3M | -0.9% | +0.6% | -1.5% | -1.2% |
| 6M | -20.1% | -17.9% | -2.1% | -16.3% |
| YTD | -13.9% | -21.2% | +7.3% | -9.0% |
| 1Y | -21.1% | -18.9% | -2.3% | -17.6% |
| 3Y | -6.6% | +52.6% | -59.3% | -18.0% |
| 5Y | +9.4% | +60.7% | -51.4% | -7.8% |
| 10Y | +220.5% | +278.1% | -57.6% | +97.9% |
| All | +955.2% | +2,083.6% | -1,128.4% | +221.9% |
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