+589.4%
SE vs SGI
+340.6%
+248.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | -6.1% | +8.5% | -14.6% | -9.1% |
| 30D | -2.5% | +0.7% | -3.1% | -2.9% |
| 3M | +21.7% | +0.6% | +21.1% | +20.6% |
| 6M | +27.0% | -17.9% | +44.9% | +35.0% |
| YTD | -12.1% | -21.2% | +9.0% | -5.5% |
| 1Y | -40.9% | -18.9% | -22.1% | -37.7% |
| 3Y | +191.0% | +52.6% | +138.4% | +133.6% |
| 5Y | -68.3% | +60.7% | -129.0% | -76.2% |
| All | +589.4% | +340.6% | +248.8% | +297.9% |
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