-8.7%
PL vs SGI
-18.9%
+10.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -2.8% | -7.3% | -9.5% |
| 7D | -20.5% | +5.3% | -25.9% | -21.5% |
| 30D | -38.8% | +8.2% | -46.9% | -40.0% |
| 3M | -49.1% | -2.2% | -46.9% | -48.9% |
| 6M | -69.4% | -8.4% | -61.0% | -68.6% |
| YTD | -42.3% | -23.4% | -18.9% | -39.0% |
| All | -8.7% | -18.9% | +10.1% | -0.9% |
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 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