+1,863.5%
SGI vs MDY
+779.7%
+1,083.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | +0.4% |
| 7D | +9.3% | +1.0% | +8.3% | +7.9% |
| 30D | +6.9% | -3.1% | +10.0% | +11.6% |
| 3M | +2.8% | +1.8% | +1.0% | +0.8% |
| 6M | -12.6% | +10.8% | -23.4% | -22.8% |
| YTD | -21.5% | +14.4% | -36.0% | -33.5% |
| 1Y | -18.8% | +15.2% | -34.0% | -32.0% |
| 3Y | +60.8% | +51.2% | +9.7% | -6.8% |
| 5Y | +60.0% | +47.2% | +12.8% | -0.8% |
| 10Y | +267.8% | +171.1% | +96.7% | +9.0% |
| All | +1,863.5% | +779.7% | +1,083.8% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded MDY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling