+485.4%
P vs SGI
+296.7%
+188.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +6.5% | +8.5% | -2.0% | +3.4% |
| 30D | +18.8% | +0.7% | +18.2% | +18.0% |
| 3M | +26.7% | +0.6% | +26.1% | +25.3% |
| 6M | +62.2% | -17.9% | +80.1% | +70.0% |
| YTD | +48.5% | -21.2% | +69.7% | +57.3% |
| 1Y | +26.4% | -18.9% | +45.3% | +32.2% |
| 3Y | +159.4% | +52.6% | +106.8% | +112.3% |
| 5Y | +275.8% | +60.7% | +215.1% | +188.5% |
| 10Y | +732.0% | +278.1% | +453.9% | +299.2% |
| All | +485.4% | +296.7% | +188.6% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling