-30.8%
SGI vs M
+24.3%
-55.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.5% |
| 7D | -5.3% | +7.0% | -12.3% | -8.4% |
| 30D | -2.1% | +8.9% | -11.0% | -5.7% |
| 3M | -8.2% | +4.5% | -12.7% | -10.2% |
| 6M | -4.6% | +36.2% | -40.8% | -17.7% |
| YTD | -31.5% | +15.1% | -46.6% | -37.7% |
| 1Y | -30.8% | +27.4% | -58.3% | -39.6% |
| All | -30.8% | +24.3% | -55.1% | -39.6% |
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