+4,625.6%
NDAQ vs SGI
+1,905.4%
+2,720.2%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.5% | +5.7% | +1.6% |
| 7D | +0.8% | +1.0% | -0.1% | +0.5% |
| 30D | +16.5% | +3.9% | +12.6% | +15.3% |
| 3M | +13.5% | -0.8% | +14.3% | +13.3% |
| 6M | +20.9% | -18.0% | +38.9% | +25.4% |
| YTD | +11.4% | -27.6% | +39.0% | +18.1% |
| 1Y | +25.9% | -27.2% | +53.2% | +33.3% |
| 3Y | +119.9% | +76.0% | +43.9% | +84.7% |
| 5Y | +61.7% | +50.0% | +11.8% | +36.0% |
| 10Y | +481.6% | +399.1% | +82.5% | +212.5% |
| All | +4,625.6% | +1,905.4% | +2,720.2% | +991.1% |
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