+67.2%
SGI vs M
+158.0%
-90.8%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | -5.3% | +7.0% | -12.3% | -7.1% |
| 30D | -2.1% | +8.9% | -11.0% | -4.2% |
| 3M | -8.2% | +4.5% | -12.7% | -9.3% |
| 6M | -4.6% | +36.2% | -40.8% | -11.8% |
| YTD | -31.5% | +15.1% | -46.6% | -34.4% |
| 1Y | -30.8% | +27.4% | -58.3% | -35.2% |
| 3Y | +67.2% | +160.1% | -92.9% | +30.5% |
| All | +67.2% | +158.0% | -90.8% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling