+82.5%
O vs SGI
+337.7%
-255.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | +0.6% | -10.5% | +11.1% | +3.1% |
| 30D | +9.4% | +0.1% | +9.3% | +9.2% |
| 3M | -2.4% | -4.0% | +1.6% | -1.9% |
| 6M | -1.9% | -5.6% | +3.8% | -1.5% |
| YTD | +10.5% | -29.5% | +40.0% | +17.5% |
| 1Y | +10.0% | -31.5% | +41.5% | +17.7% |
| 3Y | +40.5% | +71.6% | -31.1% | +16.8% |
| 5Y | +10.2% | +50.5% | -40.3% | -9.4% |
| 10Y | +82.5% | +333.9% | -251.4% | -4.6% |
| All | +82.5% | +337.7% | -255.2% | -4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling