+114.7%
RF vs SGI
+2,083.6%
-1,968.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | +1.3% | +8.5% | -7.2% | -1.8% |
| 30D | -3.6% | +0.7% | -4.3% | -4.1% |
| 3M | +8.1% | +0.6% | +7.5% | +7.0% |
| 6M | +11.5% | -17.9% | +29.4% | +17.9% |
| YTD | +15.6% | -21.2% | +36.8% | +23.6% |
| 1Y | +15.7% | -18.9% | +34.5% | +21.8% |
| 3Y | +86.9% | +52.6% | +34.3% | +52.2% |
| 5Y | +89.8% | +60.7% | +29.1% | +44.6% |
| 10Y | +344.7% | +278.1% | +66.6% | +108.3% |
| All | +114.7% | +2,083.6% | -1,968.8% | -68.1% |
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