-35.5%
MOD vs SGI
-30.7%
-4.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.4% | -0.6% |
| 7D | -17.8% | -3.9% | -13.9% | -17.3% |
| 30D | -43.2% | +0.9% | -44.2% | -44.9% |
| 3M | -46.0% | -2.9% | -43.1% | -46.5% |
| 6M | -62.2% | -9.0% | -53.3% | -61.4% |
| YTD | -22.8% | -29.2% | +6.4% | -10.5% |
| 1Y | -35.5% | -32.3% | -3.2% | -19.0% |
| All | -35.5% | -30.7% | -4.8% | -19.0% |
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