+26.8%
PL vs SGI
+68.4%
-41.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -5.5% | +15.8% | +12.9% |
| 7D | -6.8% | +1.0% | -7.8% | -8.0% |
| 30D | -29.3% | +3.9% | -33.2% | -31.4% |
| 3M | -44.8% | -0.8% | -43.9% | -45.4% |
| 6M | -68.4% | -18.0% | -50.4% | -65.9% |
| YTD | -36.4% | -27.6% | -8.8% | -28.6% |
| 1Y | +0.7% | -27.2% | +28.0% | +13.1% |
| 3Y | +455.3% | +76.0% | +379.3% | +299.6% |
| 5Y | +22.7% | +50.0% | -27.3% | -21.2% |
| All | +26.8% | +68.4% | -41.6% | -18.7% |
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