-78.0%
SE vs SGI
+49.9%
-127.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +3.3% |
| 7D | +2.0% | +1.0% | +1.0% | +1.2% |
| 30D | -20.0% | +3.9% | -23.9% | -22.2% |
| 3M | -31.8% | -0.8% | -31.0% | -32.1% |
| 6M | -15.9% | -18.0% | +2.1% | -8.0% |
| YTD | -40.6% | -27.6% | -13.0% | -31.0% |
| 1Y | -50.7% | -27.2% | -23.4% | -43.1% |
| 3Y | +70.3% | +76.0% | -5.7% | -2.7% |
| All | -78.0% | +49.9% | -127.9% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling