+1,386.4%
PSA vs SGI
+2,083.6%
-697.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | -3.7% | +8.5% | -12.2% | -5.4% |
| 30D | -7.7% | +0.7% | -8.4% | -8.0% |
| 3M | -0.6% | +0.6% | -1.2% | -1.1% |
| 6M | -0.9% | -17.9% | +17.0% | +2.5% |
| YTD | +18.7% | -21.2% | +39.8% | +23.4% |
| 1Y | +7.6% | -18.9% | +26.5% | +10.9% |
| 3Y | +23.7% | +52.6% | -29.0% | +9.9% |
| 5Y | +13.7% | +60.7% | -47.1% | -3.4% |
| 10Y | +98.9% | +278.1% | -179.3% | +21.4% |
| All | +1,386.4% | +2,083.6% | -697.1% | +261.9% |
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