+100.5%
RF vs SGI
+2,021.1%
-1,920.5%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.8% | +0.6% | -1.1% |
| 7D | -1.6% | +5.3% | -7.0% | -3.6% |
| 30D | +5.0% | +8.2% | -3.1% | +1.7% |
| 3M | -10.0% | -2.2% | -7.8% | -9.8% |
| 6M | +3.3% | -8.4% | +11.8% | +5.0% |
| YTD | +7.9% | -23.4% | +31.4% | +16.3% |
| 1Y | +21.2% | -14.0% | +35.2% | +24.5% |
| 3Y | +105.8% | +78.8% | +27.0% | +58.3% |
| 5Y | +43.7% | +58.6% | -14.9% | +9.8% |
| 10Y | +289.4% | +427.8% | -138.4% | +63.4% |
| All | +100.5% | +2,021.1% | -1,920.5% | -70.0% |
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