+96.9%
PSX vs SGI
-10.7%
+107.6%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.8% | -11.4% | -3.6% |
| 7D | -5.2% | +12.1% | -17.2% | -3.6% |
| 30D | -3.7% | +12.1% | -15.8% | -2.1% |
| 3M | +26.8% | +0.4% | +26.3% | +27.4% |
| 6M | +47.3% | -4.0% | +51.3% | +48.9% |
| YTD | +105.4% | -21.2% | +126.7% | +112.5% |
| 1Y | +96.9% | -12.1% | +109.0% | +101.7% |
| All | +96.9% | -10.7% | +107.6% | +101.7% |
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 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