+322.4%
NET vs SGI
+83.9%
+238.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.8% | -9.4% | -4.6% |
| 7D | -16.4% | +12.1% | -28.4% | -19.4% |
| 30D | -25.8% | +12.1% | -37.9% | -28.8% |
| 3M | -11.5% | +0.4% | -12.0% | -12.1% |
| 6M | +18.9% | -4.0% | +22.9% | +18.5% |
| YTD | +35.2% | -21.2% | +56.5% | +43.4% |
| 1Y | +14.5% | -12.1% | +26.5% | +14.7% |
| All | +322.4% | +83.9% | +238.5% | +153.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling