+6.6%
O vs SGI
-20.0%
+26.5%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.4% |
| 7D | -2.3% | +0.6% | -2.9% | -2.3% |
| 30D | -2.4% | +5.5% | -8.0% | -2.8% |
| 3M | -0.6% | -3.6% | +3.0% | -0.5% |
| 6M | -5.0% | -15.0% | +10.0% | -4.5% |
| YTD | +10.4% | -23.0% | +33.4% | +10.7% |
| 1Y | +6.6% | -18.4% | +25.0% | +6.6% |
| All | +6.6% | -20.0% | +26.5% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling