+304.8%
SGI vs A
+302.9%
+1.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -5.3% | -0.5% | -4.9% | -5.0% |
| 30D | -2.1% | 0.0% | -2.0% | -2.3% |
| 3M | -8.2% | +16.7% | -24.9% | -16.8% |
| 6M | -4.6% | +54.8% | -59.4% | -27.7% |
| YTD | -31.5% | +28.8% | -60.3% | -42.3% |
| 1Y | -30.8% | +19.3% | -50.1% | -39.1% |
| 3Y | +67.2% | +65.5% | +1.7% | +14.6% |
| 5Y | +42.5% | +12.1% | +30.4% | +23.2% |
| All | +304.8% | +302.9% | +1.9% | +67.6% |
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