+2,781.3%
MSCI vs SGI
+787.4%
+1,993.9%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.8% | +0.1% | -2.0% |
| 7D | +6.0% | +5.3% | +0.7% | +4.6% |
| 30D | +18.2% | +8.2% | +10.0% | +15.8% |
| 3M | +15.1% | -2.2% | +17.3% | +15.4% |
| 6M | +13.7% | -8.4% | +22.2% | +15.0% |
| YTD | +15.6% | -23.4% | +39.0% | +21.3% |
| 1Y | +16.3% | -14.0% | +30.3% | +18.1% |
| 3Y | +36.9% | +78.8% | -41.9% | +12.5% |
| 5Y | +6.3% | +58.6% | -52.3% | -12.3% |
| 10Y | +823.0% | +427.8% | +395.1% | +395.1% |
| All | +2,781.3% | +787.4% | +1,993.9% | +670.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling