+800.7%
MSCI vs SGI
+356.4%
+444.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.3% | +6.9% | +3.0% |
| 7D | +2.7% | -3.9% | +6.6% | +3.7% |
| 30D | +16.2% | +0.9% | +15.3% | +15.8% |
| 3M | +17.1% | -2.9% | +20.0% | +17.5% |
| 6M | +13.0% | -9.0% | +22.0% | +14.6% |
| YTD | +15.8% | -29.2% | +44.9% | +24.0% |
| 1Y | +15.5% | -32.3% | +47.7% | +25.1% |
| 3Y | +32.3% | +72.4% | -40.1% | +8.5% |
| 5Y | +8.2% | +50.6% | -42.5% | -11.5% |
| 10Y | +800.7% | +335.2% | +465.5% | +422.6% |
| All | +800.7% | +356.4% | +444.3% | +422.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling