+6.2%
MSCI vs SGI
+58.5%
-52.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -1.9% |
| 7D | +6.0% | +5.3% | +0.7% | +4.4% |
| 30D | +18.2% | +8.2% | +10.0% | +15.3% |
| 3M | +15.1% | -2.2% | +17.3% | +15.4% |
| 6M | +13.7% | -8.4% | +22.2% | +15.1% |
| YTD | +15.6% | -23.4% | +39.0% | +22.7% |
| 1Y | +16.3% | -14.0% | +30.3% | +18.0% |
| 3Y | +36.9% | +78.8% | -41.9% | +1.7% |
| All | +6.2% | +58.5% | -52.3% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling