+15.5%
MSCI vs SGI
-30.7%
+46.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.3% | +6.9% | +2.3% |
| 7D | +2.7% | -3.9% | +6.6% | +3.2% |
| 30D | +16.2% | +0.9% | +15.3% | +16.2% |
| 3M | +17.1% | -2.9% | +20.0% | +17.4% |
| 6M | +13.0% | -9.0% | +22.0% | +13.6% |
| YTD | +15.8% | -29.2% | +44.9% | +17.4% |
| 1Y | +15.5% | -32.3% | +47.7% | +17.8% |
| All | +15.5% | -30.7% | +46.2% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling