+639.9%
LYB vs SGI
+729.4%
-89.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.5% |
| 7D | -0.7% | -4.9% | +4.2% | +0.6% |
| 30D | +1.5% | +1.6% | -0.1% | +0.9% |
| 3M | -0.3% | -3.2% | +2.9% | -0.5% |
| 6M | +0.1% | -16.0% | +16.1% | +1.7% |
| YTD | +53.4% | -25.4% | +78.9% | +60.7% |
| 1Y | +25.6% | -21.6% | +47.2% | +29.1% |
| 3Y | -21.3% | +52.9% | -74.1% | -33.8% |
| 5Y | -2.4% | +47.5% | -49.9% | -20.6% |
| 10Y | +48.8% | +263.5% | -214.7% | -15.3% |
| All | +639.9% | +729.4% | -89.6% | +191.3% |
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