-27.4%
ON vs SGI
+59.4%
-86.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.4% | -4.0% | -4.2% |
| 7D | -2.2% | +9.3% | -11.4% | -6.5% |
| 30D | -12.4% | +6.9% | -19.3% | -15.6% |
| 3M | -41.2% | +2.8% | -44.1% | -42.6% |
| 6M | +25.0% | -12.6% | +37.6% | +31.6% |
| YTD | +31.3% | -21.5% | +52.8% | +45.1% |
| 1Y | +45.4% | -18.8% | +64.2% | +56.1% |
| 3Y | -27.4% | +60.8% | -88.2% | -45.3% |
| All | -27.4% | +59.4% | -86.8% | -45.3% |
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