+4,159.5%
NDAQ vs SGI
+2,083.6%
+2,075.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.0% |
| 7D | -2.4% | +8.5% | -11.0% | -4.4% |
| 30D | +2.5% | +0.7% | +1.8% | +2.1% |
| 3M | +9.9% | +0.6% | +9.3% | +9.1% |
| 6M | +9.4% | -17.9% | +27.4% | +13.2% |
| YTD | +0.4% | -21.2% | +21.6% | +4.6% |
| 1Y | +4.0% | -18.9% | +22.9% | +7.2% |
| 3Y | +94.4% | +52.6% | +41.8% | +68.8% |
| 5Y | +56.7% | +60.7% | -4.0% | +29.6% |
| 10Y | +375.3% | +278.1% | +97.2% | +173.6% |
| All | +4,159.5% | +2,083.6% | +2,075.9% | +865.6% |
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