+49.4%
PSX vs SGI
-8.4%
+57.8%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.6% | +3.1% |
| 7D | -0.4% | -10.5% | +10.1% | -2.9% |
| 30D | -8.1% | +0.1% | -8.2% | -7.4% |
| 3M | +15.9% | -4.0% | +19.9% | +15.7% |
| 6M | +49.4% | -5.6% | +55.0% | +51.1% |
| All | +49.4% | -8.4% | +57.8% | +51.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling