+25.1%
RF vs SGI
-10.7%
+35.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.8% | -5.3% | -0.1% |
| 7D | +2.3% | +12.1% | -9.8% | -0.6% |
| 30D | +7.2% | +12.1% | -4.8% | +4.2% |
| 3M | -8.2% | +0.4% | -8.6% | -8.6% |
| 6M | +7.0% | -4.0% | +11.0% | +6.9% |
| YTD | +10.3% | -21.2% | +31.5% | +15.4% |
| 1Y | +25.1% | -12.1% | +37.1% | +29.4% |
| All | +25.1% | -10.7% | +35.8% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling