+286.0%
PSX vs SGI
+49.4%
+236.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.3% | -0.3% |
| 7D | -7.8% | -3.9% | -3.9% | -7.4% |
| 30D | -9.9% | +0.9% | -10.8% | -10.2% |
| 3M | +16.9% | -2.9% | +19.8% | +17.0% |
| 6M | +48.0% | -9.0% | +56.9% | +48.4% |
| YTD | +98.3% | -29.2% | +127.5% | +106.1% |
| 1Y | +86.2% | -32.3% | +118.4% | +95.0% |
| 3Y | +144.0% | +72.4% | +71.6% | +116.9% |
| All | +286.0% | +49.4% | +236.6% | +242.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling