+99.6%
PSX vs SGI
-17.2%
+116.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | +4.5% | +8.5% | -4.0% | +5.5% |
| 30D | +26.6% | +0.7% | +25.9% | +26.6% |
| 3M | +39.3% | +0.6% | +38.7% | +39.5% |
| 6M | +56.8% | -17.9% | +74.8% | +59.5% |
| YTD | +101.8% | -21.2% | +123.0% | +106.7% |
| 1Y | +99.6% | -18.9% | +118.5% | +101.1% |
| All | +99.6% | -17.2% | +116.8% | +101.1% |
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 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