+595.4%
MTUM vs SGI
+516.5%
+78.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.1% | -1.4% |
| 7D | +1.2% | -4.9% | +6.2% | +2.3% |
| 30D | -1.7% | +1.6% | -3.3% | -2.1% |
| 3M | -0.5% | -3.2% | +2.7% | -0.2% |
| 6M | +22.3% | -16.0% | +38.4% | +25.8% |
| YTD | +21.4% | -25.4% | +46.8% | +27.4% |
| 1Y | +20.0% | -21.6% | +41.6% | +24.4% |
| 3Y | +113.0% | +52.9% | +60.1% | +91.1% |
| 5Y | +77.3% | +47.5% | +29.8% | +55.4% |
| 10Y | +350.5% | +263.5% | +87.0% | +211.6% |
| All | +595.4% | +516.5% | +78.9% | +338.0% |
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