+50.6%
LYB vs SGI
-10.7%
+61.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.8% | -11.6% | -3.1% |
| 7D | -6.2% | +12.1% | -18.3% | -3.4% |
| 30D | +6.3% | +12.1% | -5.8% | +9.5% |
| 3M | +4.1% | +0.4% | +3.7% | +4.6% |
| 6M | -15.5% | -4.0% | -11.5% | -14.8% |
| YTD | +50.2% | -21.2% | +71.5% | +56.6% |
| 1Y | +50.6% | -12.1% | +62.7% | +59.6% |
| All | +50.6% | -10.7% | +61.3% | +59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling