-32.3%
SGI vs AS
+6.1%
-38.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.4% | -4.4% |
| 7D | -3.9% | +4.5% | -8.4% | -5.8% |
| 30D | +0.9% | +13.2% | -12.3% | -4.8% |
| 3M | -2.9% | -11.9% | +9.0% | +3.1% |
| 6M | -9.0% | -11.6% | +2.6% | -4.0% |
| YTD | -29.2% | -14.7% | -14.5% | -25.7% |
| 1Y | -32.3% | +5.7% | -38.0% | -28.0% |
| All | -32.3% | +6.1% | -38.3% | -28.0% |
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