+231.7%
RF vs SGI
+337.7%
-105.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -1.3% | -10.5% | +9.1% | +2.6% |
| 30D | +4.6% | +0.1% | +4.5% | +4.2% |
| 3M | -8.4% | -4.0% | -4.5% | -7.7% |
| 6M | +8.9% | -5.6% | +14.5% | +9.6% |
| YTD | +8.8% | -29.5% | +38.3% | +20.7% |
| 1Y | +18.9% | -31.5% | +50.4% | +33.3% |
| 3Y | +116.0% | +71.6% | +44.4% | +68.2% |
| 5Y | +46.0% | +50.5% | -4.5% | +13.5% |
| 10Y | +231.7% | +333.9% | -102.1% | +48.8% |
| All | +231.7% | +337.7% | -105.9% | +48.8% |
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