+275.2%
SGI vs M
-7.1%
+282.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.2% | +2.3% | -0.6% |
| 7D | +0.6% | -4.1% | +4.7% | +1.9% |
| 30D | +5.5% | -13.6% | +19.1% | +10.4% |
| 3M | -3.6% | -2.3% | -1.3% | -3.3% |
| 6M | -15.0% | +21.9% | -36.9% | -20.4% |
| YTD | -23.0% | -0.6% | -22.4% | -23.5% |
| 1Y | -18.4% | +29.7% | -48.1% | -25.8% |
| 3Y | +57.8% | +107.3% | -49.5% | +14.2% |
| 5Y | +51.5% | +20.5% | +31.0% | +24.1% |
| 10Y | +275.2% | -6.1% | +281.2% | +112.4% |
| All | +275.2% | -7.1% | +282.3% | +112.4% |
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