+660.0%
P vs SGI
+397.2%
+262.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.5% | +9.0% | +5.5% |
| 7D | -23.8% | +1.0% | -24.8% | -24.4% |
| 30D | -36.6% | +3.9% | -40.5% | -38.1% |
| 3M | +10.9% | -0.8% | +11.7% | +9.6% |
| 6M | +30.0% | -18.0% | +47.9% | +35.8% |
| YTD | +44.4% | -27.6% | +72.0% | +56.7% |
| 1Y | +3.9% | -27.2% | +31.2% | +13.0% |
| 3Y | +176.6% | +76.0% | +100.6% | +108.6% |
| 5Y | +249.3% | +50.0% | +199.3% | +165.7% |
| All | +660.0% | +397.2% | +262.9% | +210.9% |
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