-50.5%
SE vs SGI
-30.7%
-19.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.3% | +3.8% | +0.1% |
| 7D | 0.0% | -3.9% | +4.0% | +1.2% |
| 30D | -19.4% | +0.9% | -20.3% | -19.7% |
| 3M | -33.1% | -2.9% | -30.2% | -32.6% |
| 6M | -11.4% | -9.0% | -2.5% | -9.7% |
| YTD | -39.8% | -29.2% | -10.6% | -35.9% |
| 1Y | -50.5% | -32.3% | -18.2% | -47.0% |
| All | -50.5% | -30.7% | -19.8% | -47.0% |
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 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