+316.3%
SGI vs M
-6.5%
+322.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.2% |
| 7D | -10.5% | -3.3% | -7.2% | -9.6% |
| 30D | +0.1% | +8.1% | -7.9% | -2.2% |
| 3M | -4.0% | +2.2% | -6.2% | -4.7% |
| 6M | -5.6% | +35.1% | -40.7% | -14.5% |
| YTD | -29.5% | +15.8% | -45.3% | -33.3% |
| 1Y | -31.5% | +25.8% | -57.3% | -36.9% |
| 3Y | +71.6% | +156.2% | -84.6% | +16.6% |
| 5Y | +50.5% | -2.4% | +52.9% | +32.2% |
| All | +316.3% | -6.5% | +322.8% | +154.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling