+715.0%
P vs SGI
+261.3%
+453.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | +7.8% | +9.3% | -1.4% | +4.3% |
| 30D | +12.3% | +6.9% | +5.4% | +9.3% |
| 3M | +37.1% | +2.8% | +34.3% | +34.2% |
| 6M | +66.1% | -12.6% | +78.7% | +70.3% |
| YTD | +50.9% | -21.5% | +72.5% | +60.5% |
| 1Y | +27.2% | -18.8% | +46.0% | +33.2% |
| 3Y | +158.7% | +60.8% | +97.8% | +105.8% |
| 5Y | +291.1% | +60.0% | +231.1% | +196.9% |
| 10Y | +715.0% | +267.8% | +447.2% | +270.4% |
| All | +715.0% | +261.3% | +453.6% | +270.4% |
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