+290.4%
P vs SGI
+45.7%
+244.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.0% | +6.4% | +4.4% |
| 7D | +17.8% | -10.7% | +28.5% | +22.1% |
| 30D | -29.9% | -3.6% | -26.3% | -29.7% |
| 3M | -1.2% | -5.4% | +4.2% | -0.7% |
| 6M | +32.1% | -7.0% | +39.2% | +31.8% |
| YTD | +64.3% | -31.6% | +95.9% | +82.3% |
| 1Y | +24.3% | -33.5% | +57.8% | +40.1% |
| 3Y | +203.2% | +66.5% | +136.8% | +130.7% |
| 5Y | +290.4% | +42.2% | +248.3% | +205.3% |
| All | +290.4% | +45.7% | +244.7% | +205.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling