+475.8%
NDAQ vs SGI
+356.4%
+119.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.3% | +6.7% | +2.3% |
| 7D | +2.9% | -3.9% | +6.8% | +3.5% |
| 30D | +17.5% | +0.9% | +16.5% | +17.1% |
| 3M | +15.4% | -2.9% | +18.3% | +15.7% |
| 6M | +24.6% | -9.0% | +33.6% | +25.8% |
| YTD | +14.4% | -29.2% | +43.6% | +20.0% |
| 1Y | +26.9% | -32.3% | +59.2% | +34.1% |
| 3Y | +119.8% | +72.4% | +47.4% | +95.1% |
| 5Y | +70.5% | +50.6% | +19.9% | +49.8% |
| 10Y | +475.8% | +335.2% | +140.5% | +328.7% |
| All | +475.8% | +356.4% | +119.3% | +328.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling