+76.2%
O vs SGI
+319.5%
-243.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -0.4% | -5.3% | +4.9% | +0.8% |
| 30D | +7.1% | -2.1% | +9.2% | +7.4% |
| 3M | -5.2% | -8.2% | +2.9% | -3.7% |
| 6M | -1.8% | -4.6% | +2.8% | -1.7% |
| YTD | +9.1% | -31.5% | +40.5% | +16.8% |
| 1Y | +9.7% | -30.8% | +40.5% | +17.1% |
| 3Y | +39.1% | +67.2% | -28.1% | +16.3% |
| 5Y | +8.4% | +42.5% | -34.1% | -9.7% |
| All | +76.2% | +319.5% | -243.4% | -6.4% |
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