+1,044.3%
ON vs SGI
+2,083.6%
-1,039.3%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | +2.4% | +8.5% | -6.1% | -0.7% |
| 30D | -3.3% | +0.7% | -4.0% | -4.0% |
| 3M | -43.6% | +0.6% | -44.2% | -44.1% |
| 6M | +19.0% | -17.9% | +36.9% | +26.6% |
| YTD | +37.4% | -21.2% | +58.5% | +47.7% |
| 1Y | +54.8% | -18.9% | +73.6% | +63.5% |
| 3Y | -25.2% | +52.6% | -77.8% | -37.7% |
| 5Y | +62.7% | +60.7% | +2.0% | +30.7% |
| 10Y | +574.3% | +278.1% | +296.2% | +264.0% |
| All | +1,044.3% | +2,083.6% | -1,039.3% | +158.2% |
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