+76.0%
SGI vs A
+64.2%
+11.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.2% | -6.1% |
| 7D | +1.0% | -0.1% | +1.0% | +0.9% |
| 30D | +3.9% | +3.4% | +0.5% | +2.3% |
| 3M | -0.8% | +23.8% | -24.7% | -10.0% |
| 6M | -18.0% | +49.0% | -67.0% | -31.9% |
| YTD | -27.6% | +29.4% | -57.0% | -36.3% |
| 1Y | -27.2% | +19.4% | -46.6% | -33.7% |
| 3Y | +76.0% | +66.2% | +9.8% | +37.1% |
| All | +76.0% | +64.2% | +11.7% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling