+14.8%
PL vs SGI
+78.1%
-63.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.8% | -7.3% | -8.8% |
| 7D | -20.5% | +5.3% | -25.9% | -22.8% |
| 30D | -38.8% | +8.2% | -46.9% | -41.5% |
| 3M | -49.1% | -2.2% | -46.9% | -49.3% |
| 6M | -69.4% | -8.4% | -61.0% | -68.5% |
| YTD | -42.3% | -23.4% | -18.9% | -36.8% |
| 1Y | -14.2% | -14.0% | -0.2% | -12.3% |
| 3Y | +398.7% | +78.8% | +319.9% | +256.6% |
| 5Y | +11.1% | +58.6% | -47.5% | -30.2% |
| All | +14.8% | +78.1% | -63.3% | -28.1% |
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