-18.4%
SGI vs A
+13.9%
-32.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.4% |
| 7D | +0.6% | -4.4% | +5.0% | +2.3% |
| 30D | +5.5% | -2.7% | +8.2% | +6.4% |
| 3M | -3.6% | +7.0% | -10.6% | -6.4% |
| 6M | -15.0% | +24.6% | -39.6% | -22.7% |
| YTD | -23.0% | +7.0% | -30.0% | -27.2% |
| 1Y | -18.4% | +15.6% | -34.0% | -23.4% |
| All | -18.4% | +13.9% | -32.3% | -23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling