+26.9%
NDAQ vs SGI
-30.7%
+57.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.3% | +6.7% | +2.1% |
| 7D | +2.9% | -3.9% | +6.8% | +3.4% |
| 30D | +17.5% | +0.9% | +16.5% | +17.3% |
| 3M | +15.4% | -2.9% | +18.3% | +15.7% |
| 6M | +24.6% | -9.0% | +33.6% | +25.7% |
| YTD | +14.4% | -29.2% | +43.6% | +18.8% |
| 1Y | +26.9% | -32.3% | +59.2% | +33.3% |
| All | +26.9% | -30.7% | +57.6% | +33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling