+180.5%
PL vs SGI
-17.2%
+197.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -9.3% | +8.5% | -17.9% | -10.7% |
| 30D | -18.9% | +0.7% | -19.6% | -19.1% |
| 3M | -58.4% | +0.6% | -59.0% | -58.5% |
| 6M | -30.3% | -17.9% | -12.4% | -28.6% |
| YTD | -8.1% | -21.2% | +13.1% | -5.3% |
| 1Y | +180.5% | -18.9% | +199.4% | +219.3% |
| All | +180.5% | -17.2% | +197.7% | +219.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling