+963.2%
ON vs SGI
+1,971.1%
-1,007.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.3% | +5.9% | +8.0% |
| 7D | -1.4% | -0.2% | -1.2% | -1.4% |
| 30D | -10.9% | +6.6% | -17.4% | -13.3% |
| 3M | -14.9% | +1.8% | -16.7% | -16.1% |
| 6M | -33.0% | -3.9% | -29.1% | -33.0% |
| YTD | +27.6% | -25.2% | +52.9% | +39.2% |
| 1Y | +44.5% | -26.7% | +71.2% | +58.6% |
| 3Y | +7.4% | +86.8% | -79.4% | -16.7% |
| 5Y | +18.7% | +56.6% | -37.9% | -4.0% |
| 10Y | +516.0% | +384.3% | +131.6% | +213.7% |
| All | +963.2% | +1,971.1% | -1,007.8% | +143.5% |
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