-25.7%
SGI vs IRE
-97.5%
+71.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +12.1% | -12.6% | -0.6% |
| 7D | -10.5% | -15.1% | +4.7% | -10.3% |
| 30D | +0.1% | -71.4% | +71.5% | +2.3% |
| 3M | -4.0% | -81.2% | +77.2% | -1.2% |
| 6M | -5.6% | -93.7% | +88.1% | -1.3% |
| YTD | -29.5% | -92.2% | +62.7% | -26.3% |
| 1Y | -31.5% | -97.3% | +65.7% | -31.3% |
| All | -25.7% | -97.5% | +71.8% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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