+378.1%
PSX vs SGI
+270.1%
+108.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | +1.7% | -4.5% | +6.2% | +2.7% |
| 30D | +15.6% | +4.2% | +11.5% | +14.5% |
| 3M | +46.5% | -7.4% | +53.9% | +48.1% |
| 6M | +55.0% | -15.1% | +70.1% | +57.7% |
| YTD | +105.3% | -24.7% | +130.0% | +114.4% |
| 1Y | +101.6% | -21.8% | +123.4% | +107.8% |
| 3Y | +134.1% | +50.0% | +84.1% | +102.8% |
| 5Y | +368.7% | +48.9% | +319.7% | +292.0% |
| All | +378.1% | +270.1% | +108.0% | +170.5% |
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