+605.8%
MSCI vs SGI
+261.3%
+344.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.3% | -3.7% |
| 7D | -2.1% | +9.3% | -11.4% | -4.3% |
| 30D | -1.7% | +6.9% | -8.6% | -3.5% |
| 3M | -8.2% | +2.8% | -11.1% | -9.4% |
| 6M | -2.4% | -12.6% | +10.2% | -0.5% |
| YTD | -2.8% | -21.5% | +18.7% | +1.5% |
| 1Y | -2.7% | -18.8% | +16.1% | +0.4% |
| 3Y | +7.3% | +60.8% | -53.5% | -9.7% |
| 5Y | -11.4% | +60.0% | -71.4% | -28.1% |
| 10Y | +605.8% | +267.8% | +338.0% | +318.9% |
| All | +605.8% | +261.3% | +344.5% | +318.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling