+820.4%
MSCI vs SGI
+337.7%
+482.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -1.9% | -10.5% | +8.6% | +0.9% |
| 30D | +16.5% | +0.1% | +16.3% | +16.3% |
| 3M | +18.2% | -4.0% | +22.2% | +19.0% |
| 6M | +14.0% | -5.6% | +19.6% | +14.5% |
| YTD | +16.6% | -29.5% | +46.1% | +25.1% |
| 1Y | +14.8% | -31.5% | +46.3% | +24.0% |
| 3Y | +33.3% | +71.6% | -38.3% | +9.4% |
| 5Y | +9.1% | +50.5% | -41.5% | -10.7% |
| 10Y | +820.4% | +333.9% | +486.5% | +434.6% |
| All | +820.4% | +337.7% | +482.7% | +434.6% |
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