+79.1%
MTUM vs SGI
+47.3%
+31.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.3% | +1.0% |
| 7D | +0.7% | -4.5% | +5.2% | +1.9% |
| 30D | -2.4% | +4.2% | -6.6% | -3.6% |
| 3M | -3.6% | -7.4% | +3.8% | -2.2% |
| 6M | +23.7% | -15.1% | +38.7% | +27.6% |
| YTD | +22.9% | -24.7% | +47.6% | +30.2% |
| 1Y | +21.8% | -21.8% | +43.5% | +27.3% |
| 3Y | +114.4% | +50.0% | +64.4% | +87.6% |
| All | +79.1% | +47.3% | +31.8% | +57.7% |
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