+558.6%
QQQ vs SGI
+270.1%
+288.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.7% |
| 7D | -0.6% | -4.5% | +3.9% | +0.4% |
| 30D | -1.2% | +4.2% | -5.4% | -2.2% |
| 3M | -0.2% | -7.4% | +7.2% | +1.2% |
| 6M | +17.9% | -15.1% | +33.0% | +21.1% |
| YTD | +16.6% | -24.7% | +41.3% | +22.6% |
| 1Y | +23.0% | -21.8% | +44.7% | +27.7% |
| 3Y | +92.9% | +50.0% | +42.9% | +71.3% |
| 5Y | +95.6% | +48.9% | +46.7% | +67.4% |
| All | +558.6% | +270.1% | +288.5% | +341.7% |
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