+2,299.4%
QQQ vs SGI
+2,083.6%
+215.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +0.4% | +8.5% | -8.2% | -1.3% |
| 30D | +0.2% | +0.7% | -0.4% | 0.0% |
| 3M | -2.8% | +0.6% | -3.4% | -3.2% |
| 6M | +18.0% | -17.9% | +35.9% | +21.6% |
| YTD | +17.3% | -21.2% | +38.5% | +21.5% |
| 1Y | +25.6% | -18.9% | +44.4% | +29.0% |
| 3Y | +93.7% | +52.6% | +41.1% | +74.1% |
| 5Y | +94.2% | +60.7% | +33.4% | +68.9% |
| 10Y | +557.9% | +278.1% | +279.7% | +346.5% |
| All | +2,299.4% | +2,083.6% | +215.8% | +844.7% |
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 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