-31.5%
SGI vs AS
+2.8%
-34.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.7% |
| 7D | -10.5% | -3.0% | -7.5% | -9.1% |
| 30D | +0.1% | +9.6% | -9.4% | -4.0% |
| 3M | -4.0% | -8.2% | +4.2% | 0.0% |
| 6M | -5.6% | -9.9% | +4.3% | -1.5% |
| YTD | -29.5% | -16.8% | -12.7% | -25.1% |
| 1Y | -31.5% | +3.0% | -34.5% | -26.3% |
| All | -31.5% | +2.8% | -34.3% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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