-18.8%
SGI vs M
+31.9%
-50.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.5% |
| 7D | +9.3% | +2.4% | +6.9% | +8.3% |
| 30D | +6.9% | -11.6% | +18.5% | +11.9% |
| 3M | +2.8% | +1.6% | +1.2% | +1.7% |
| 6M | -12.6% | +25.2% | -37.8% | -19.4% |
| YTD | -21.5% | +3.8% | -25.3% | -24.6% |
| 1Y | -18.8% | +36.3% | -55.1% | -26.7% |
| All | -18.8% | +31.9% | -50.7% | -26.7% |
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