+659.7%
P vs SGI
+419.1%
+240.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -2.8% | -13.6% | -15.4% |
| 7D | -31.9% | +5.3% | -37.2% | -33.4% |
| 30D | -36.5% | +8.2% | -44.7% | -38.8% |
| 3M | +11.6% | -2.2% | +13.8% | +10.9% |
| 6M | +25.2% | -8.4% | +33.6% | +25.5% |
| YTD | +39.4% | -23.4% | +62.9% | +48.5% |
| 1Y | -3.7% | -14.0% | +10.3% | -2.2% |
| 3Y | +167.3% | +78.8% | +88.5% | +100.7% |
| 5Y | +237.3% | +58.6% | +178.7% | +151.8% |
| All | +659.7% | +419.1% | +240.6% | +192.6% |
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