+30.8%
O vs SGI
+60.1%
-29.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -0.7% | +8.5% | -9.3% | -1.6% |
| 30D | -1.9% | +0.7% | -2.6% | -2.0% |
| 3M | +3.8% | +0.6% | +3.2% | +3.6% |
| 6M | -4.7% | -17.9% | +13.2% | -3.3% |
| YTD | +12.5% | -21.2% | +33.7% | +14.4% |
| 1Y | +10.8% | -18.9% | +29.7% | +12.2% |
| All | +30.8% | +60.1% | -29.3% | +21.8% |
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