+363.8%
PSX vs SGI
+61.8%
+302.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +2.8% | +9.3% | -6.5% | +1.6% |
| 30D | +27.8% | +6.9% | +20.9% | +26.6% |
| 3M | +42.0% | +2.8% | +39.2% | +40.7% |
| 6M | +58.1% | -12.6% | +70.7% | +59.7% |
| YTD | +105.0% | -21.5% | +126.6% | +110.9% |
| 1Y | +104.9% | -18.8% | +123.7% | +108.9% |
| 3Y | +134.1% | +60.8% | +73.2% | +110.4% |
| 5Y | +363.8% | +60.0% | +303.8% | +320.3% |
| All | +363.8% | +61.8% | +302.0% | +320.3% |
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