+424.9%
MAR vs SGI
+266.5%
+158.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | +0.3% |
| 7D | -2.1% | -4.9% | +2.8% | -0.4% |
| 30D | -5.7% | +1.6% | -7.2% | -6.4% |
| 3M | -14.6% | -3.2% | -11.5% | -14.3% |
| 6M | +1.3% | -16.0% | +17.4% | +6.2% |
| YTD | +6.7% | -25.4% | +32.1% | +15.9% |
| 1Y | +26.4% | -21.6% | +48.0% | +34.3% |
| 3Y | +64.7% | +52.9% | +11.9% | +36.2% |
| 5Y | +153.1% | +47.5% | +105.6% | +102.3% |
| All | +424.9% | +266.5% | +158.4% | +159.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling