-30.8%
SGI vs M
+16.2%
-47.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.6% | -0.9% | -3.3% |
| 7D | +1.0% | -4.3% | +5.2% | +3.1% |
| 30D | +3.9% | +1.3% | +2.6% | +3.6% |
| 3M | -0.8% | -7.4% | +6.5% | +2.6% |
| 6M | -18.0% | +18.3% | -36.3% | -24.6% |
| YTD | -27.6% | +7.6% | -35.2% | -32.1% |
| All | -30.8% | +16.2% | -47.0% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling