+53.8%
NDAQ vs SGI
+61.8%
-8.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -2.6% | +9.3% | -11.8% | -4.5% |
| 30D | +0.5% | +6.9% | -6.4% | -1.1% |
| 3M | +9.9% | +2.8% | +7.1% | +8.6% |
| 6M | +8.2% | -12.6% | +20.8% | +10.4% |
| YTD | -1.5% | -21.5% | +20.0% | +2.8% |
| 1Y | +1.3% | -18.8% | +20.1% | +4.5% |
| 3Y | +92.6% | +60.8% | +31.7% | +64.4% |
| 5Y | +53.8% | +60.0% | -6.2% | +20.7% |
| All | +53.8% | +61.8% | -8.0% | +20.7% |
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