+275.2%
SGI vs A
+236.6%
+38.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.1% |
| 7D | +0.6% | -4.4% | +5.0% | +3.2% |
| 30D | +5.5% | -2.7% | +8.2% | +7.0% |
| 3M | -3.6% | +7.0% | -10.6% | -7.8% |
| 6M | -15.0% | +24.6% | -39.6% | -26.3% |
| YTD | -23.0% | +7.0% | -30.0% | -27.3% |
| 1Y | -18.4% | +15.6% | -34.0% | -27.0% |
| 3Y | +57.8% | +29.9% | +27.8% | +25.9% |
| 5Y | +51.5% | -15.4% | +66.8% | +55.4% |
| 10Y | +275.2% | +248.9% | +26.3% | +76.1% |
| All | +275.2% | +236.6% | +38.5% | +76.1% |
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