+523.3%
ON vs SGI
+319.5%
+203.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.9% | -3.7% |
| 7D | +12.2% | -5.3% | +17.6% | +15.4% |
| 30D | -3.1% | -2.1% | -1.1% | -2.9% |
| 3M | -12.9% | -8.2% | -4.7% | -10.1% |
| 6M | -38.6% | -4.6% | -34.0% | -38.5% |
| YTD | +31.2% | -31.5% | +62.7% | +54.3% |
| 1Y | +47.6% | -30.8% | +78.5% | +72.5% |
| 3Y | +6.6% | +67.2% | -60.6% | -23.8% |
| 5Y | +21.3% | +42.5% | -21.2% | -10.3% |
| All | +523.3% | +319.5% | +203.8% | +118.8% |
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 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