+921.6%
O vs SGI
+2,083.6%
-1,162.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | -0.7% | +8.5% | -9.3% | -2.7% |
| 30D | -1.9% | +0.7% | -2.6% | -2.2% |
| 3M | +3.8% | +0.6% | +3.2% | +3.1% |
| 6M | -4.7% | -17.9% | +13.2% | -1.5% |
| YTD | +12.5% | -21.2% | +33.7% | +16.9% |
| 1Y | +10.8% | -18.9% | +29.7% | +13.9% |
| 3Y | +28.8% | +52.6% | -23.9% | +11.3% |
| 5Y | +13.2% | +60.7% | -47.5% | -7.2% |
| 10Y | +53.5% | +278.1% | -224.7% | -10.0% |
| All | +921.6% | +2,083.6% | -1,162.0% | +156.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling