-28.0%
MOD vs SGI
-33.8%
+5.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.7% |
| 7D | +16.1% | -10.7% | +26.8% | +21.5% |
| 30D | -38.5% | -3.6% | -34.9% | -39.0% |
| 3M | -46.8% | -5.4% | -41.4% | -46.8% |
| 6M | -61.6% | -7.0% | -54.6% | -61.6% |
| YTD | -20.5% | -31.6% | +11.1% | -6.5% |
| 1Y | -28.0% | -33.5% | +5.5% | -10.6% |
| All | -28.0% | -33.8% | +5.8% | -10.6% |
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