-24.1%
SGI vs INFQ
-9.1%
-15.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.9% |
| 7D | -4.9% | +2.4% | -7.3% | -5.2% |
| 30D | +1.6% | +9.6% | -8.0% | 0.0% |
| 3M | -3.2% | -4.6% | +1.4% | -4.1% |
| 6M | -16.0% | +6.7% | -22.7% | -25.0% |
| All | -24.1% | -9.1% | -15.1% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 INFQ 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