+1,815.8%
SGI vs M
+108.7%
+1,707.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.9% | +3.1% | -0.4% |
| 7D | +5.3% | -2.1% | +7.5% | +6.3% |
| 30D | +8.2% | +7.7% | +0.5% | +5.0% |
| 3M | -2.2% | -4.4% | +2.2% | -0.6% |
| 6M | -8.4% | +27.5% | -35.9% | -17.5% |
| YTD | -23.4% | +12.8% | -36.2% | -28.0% |
| 1Y | -14.0% | +20.7% | -34.7% | -21.6% |
| 3Y | +78.8% | +111.3% | -32.5% | +16.3% |
| 5Y | +58.6% | -6.3% | +64.9% | +34.4% |
| 10Y | +427.8% | +1.5% | +426.4% | +212.5% |
| All | +1,815.8% | +108.7% | +1,707.1% | +531.8% |
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