+1,863.5%
SGI vs AGI
+2,104.0%
-240.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.3% |
| 7D | +9.3% | +4.4% | +4.9% | +9.0% |
| 30D | +6.9% | +10.0% | -3.1% | +6.1% |
| 3M | +2.8% | +1.7% | +1.1% | +2.6% |
| 6M | -12.6% | -26.8% | +14.2% | -11.0% |
| YTD | -21.5% | -5.3% | -16.2% | -21.5% |
| 1Y | -18.8% | +11.5% | -30.2% | -19.8% |
| 3Y | +60.8% | +212.9% | -152.1% | +47.6% |
| 5Y | +60.0% | +388.8% | -328.8% | +41.9% |
| 10Y | +267.8% | +383.6% | -115.7% | +216.1% |
| All | +1,863.5% | +2,104.0% | -240.5% | +1,328.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 all: compounded portfolio wealth divided by compounded AGI 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…
all analysis · Full analysis span regression · 6 months rolling