+86.1%
SGI vs M
+110.5%
-24.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.9% | +3.1% | -1.2% |
| 7D | +5.3% | -2.1% | +7.5% | +6.0% |
| 30D | +8.2% | +7.7% | +0.5% | +6.2% |
| 3M | -2.2% | -4.4% | +2.2% | -1.2% |
| 6M | -8.4% | +27.5% | -35.9% | -13.9% |
| YTD | -23.4% | +12.8% | -36.2% | -26.3% |
| 1Y | -14.0% | +20.7% | -34.7% | -18.4% |
| All | +86.1% | +110.5% | -24.4% | +39.5% |
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