+335.2%
SGI vs A
+312.5%
+22.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.3% | -4.0% | -4.5% |
| 7D | -3.9% | +1.4% | -5.3% | -4.7% |
| 30D | +0.9% | +4.3% | -3.4% | -1.7% |
| 3M | -2.9% | +19.8% | -22.7% | -13.2% |
| 6M | -9.0% | +54.4% | -63.3% | -30.8% |
| YTD | -29.2% | +31.7% | -60.9% | -41.1% |
| 1Y | -32.3% | +22.4% | -54.7% | -41.2% |
| 3Y | +72.4% | +67.7% | +4.7% | +17.5% |
| 5Y | +50.6% | +15.7% | +34.9% | +27.9% |
| 10Y | +335.2% | +308.7% | +26.5% | +87.4% |
| All | +335.2% | +312.5% | +22.8% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling