+60.8%
SGI vs A
+29.5%
+31.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | +0.7% |
| 7D | +9.3% | -2.1% | +11.3% | +10.3% |
| 30D | +6.9% | +0.6% | +6.3% | +6.4% |
| 3M | +2.8% | +10.9% | -8.0% | -2.1% |
| 6M | -12.6% | +28.2% | -40.8% | -22.5% |
| YTD | -21.5% | +8.6% | -30.1% | -25.3% |
| 1Y | -18.8% | +15.5% | -34.3% | -25.2% |
| 3Y | +60.8% | +31.8% | +29.0% | +32.9% |
| All | +60.8% | +29.5% | +31.3% | +32.9% |
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