+1,129.2%
PSX vs SGI
+217.2%
+912.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.6% | +3.3% |
| 7D | -0.4% | -10.5% | +10.1% | +1.7% |
| 30D | -8.1% | +0.1% | -8.2% | -8.5% |
| 3M | +15.9% | -4.0% | +19.9% | +16.1% |
| 6M | +49.4% | -5.6% | +55.0% | +49.0% |
| YTD | +104.7% | -29.5% | +134.2% | +114.0% |
| 1Y | +89.1% | -31.5% | +120.6% | +98.7% |
| 3Y | +151.7% | +71.6% | +80.1% | +117.6% |
| 5Y | +298.3% | +50.5% | +247.8% | +241.1% |
| 10Y | +357.1% | +333.9% | +23.2% | +193.9% |
| All | +1,129.2% | +217.2% | +912.0% | +700.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling