+1,872.3%
SGI vs M
+97.1%
+1,775.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | -0.5% |
| 7D | +8.5% | +4.7% | +3.8% | +6.6% |
| 30D | +0.7% | -9.6% | +10.3% | +4.8% |
| 3M | +0.6% | +0.9% | -0.2% | -0.3% |
| 6M | -17.9% | +22.3% | -40.2% | -24.7% |
| YTD | -21.2% | +6.5% | -27.7% | -24.1% |
| 1Y | -18.9% | +38.8% | -57.6% | -30.4% |
| 3Y | +52.6% | +115.9% | -63.3% | -2.0% |
| 5Y | +60.7% | +28.6% | +32.1% | +17.2% |
| 10Y | +278.1% | -2.5% | +280.6% | +127.2% |
| All | +1,872.3% | +97.1% | +1,775.1% | +566.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling