+43.1%
MOD vs SGI
-17.2%
+60.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.0% |
| 7D | +9.6% | +8.5% | +1.0% | +4.5% |
| 30D | 0.0% | +0.7% | -0.7% | -0.6% |
| 3M | -35.4% | +0.6% | -36.0% | -35.8% |
| 6M | -7.3% | -17.9% | +10.7% | +2.2% |
| YTD | +45.8% | -21.2% | +67.0% | +62.3% |
| 1Y | +43.1% | -18.9% | +62.0% | +68.1% |
| All | +43.1% | -17.2% | +60.3% | +68.1% |
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