+754.5%
MOD vs SGI
+2,083.6%
-1,329.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.5% | +3.8% | +4.1% |
| 7D | +9.6% | +8.5% | +1.0% | +5.7% |
| 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% | +0.1% |
| YTD | +45.8% | -21.2% | +67.0% | +59.6% |
| 1Y | +43.1% | -18.9% | +62.0% | +54.7% |
| 3Y | +297.7% | +52.6% | +245.0% | +233.2% |
| 5Y | +1,478.8% | +60.7% | +1,418.0% | +1,157.0% |
| 10Y | +1,633.4% | +278.1% | +1,355.3% | +728.6% |
| All | +754.5% | +2,083.6% | -1,329.0% | +31.9% |
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