+4,738.5%
NDAQ vs SGI
+1,852.9%
+2,885.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | 0.0% | -10.5% | +10.5% | +2.5% |
| 30D | +16.3% | +0.1% | +16.2% | +16.1% |
| 3M | +15.8% | -4.0% | +19.8% | +16.5% |
| 6M | +24.8% | -5.6% | +30.5% | +25.3% |
| YTD | +14.1% | -29.5% | +43.6% | +21.7% |
| 1Y | +26.5% | -31.5% | +58.0% | +35.8% |
| 3Y | +119.1% | +71.6% | +47.5% | +85.1% |
| 5Y | +70.9% | +50.5% | +20.4% | +43.5% |
| 10Y | +479.7% | +333.9% | +145.8% | +223.3% |
| All | +4,738.5% | +1,852.9% | +2,885.6% | +1,023.5% |
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