+60.0%
SGI vs A
-14.2%
+74.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | +1.0% |
| 7D | +9.3% | -2.1% | +11.3% | +10.5% |
| 30D | +6.9% | +0.6% | +6.3% | +6.3% |
| 3M | +2.8% | +10.9% | -8.0% | -3.3% |
| 6M | -12.6% | +28.2% | -40.8% | -24.8% |
| YTD | -21.5% | +8.6% | -30.1% | -26.1% |
| 1Y | -18.8% | +15.5% | -34.3% | -26.7% |
| 3Y | +60.8% | +31.8% | +29.0% | +26.8% |
| 5Y | +60.0% | -14.9% | +74.9% | +51.4% |
| All | +60.0% | -14.2% | +74.2% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling