+295.3%
MOD vs SGI
+2,021.1%
-1,725.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.8% | -4.5% | -6.1% |
| 7D | -34.2% | +5.3% | -39.5% | -36.2% |
| 30D | -51.9% | +8.2% | -60.1% | -54.1% |
| 3M | -53.0% | -2.2% | -50.8% | -53.5% |
| 6M | -66.4% | -8.4% | -57.9% | -65.9% |
| YTD | -31.5% | -23.4% | -8.1% | -25.3% |
| 1Y | -39.6% | -14.0% | -25.6% | -37.2% |
| 3Y | +116.8% | +78.8% | +38.0% | +68.0% |
| 5Y | +713.8% | +58.6% | +655.2% | +543.5% |
| 10Y | +882.7% | +427.8% | +454.8% | +314.1% |
| All | +295.3% | +2,021.1% | -1,725.7% | -39.2% |
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