+17.5%
P vs SGI
-10.7%
+28.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +6.8% | -11.8% | -5.0% |
| 7D | -19.4% | +12.1% | -31.4% | -19.6% |
| 30D | -22.3% | +12.1% | -34.4% | -22.6% |
| 3M | +33.2% | +0.4% | +32.8% | +34.3% |
| 6M | +53.6% | -4.0% | +57.6% | +54.4% |
| YTD | +66.8% | -21.2% | +88.0% | +77.2% |
| 1Y | +17.5% | -12.1% | +29.6% | +20.1% |
| All | +17.5% | -10.7% | +28.2% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling