+262.8%
SGI vs MDY
+177.2%
+85.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | -0.1% |
| 7D | -4.5% | -1.9% | -2.6% | -1.9% |
| 30D | +4.2% | -4.6% | +8.8% | +11.3% |
| 3M | -7.4% | -1.2% | -6.2% | -5.6% |
| 6M | -15.1% | +9.2% | -24.3% | -23.6% |
| YTD | -24.7% | +13.1% | -37.7% | -35.3% |
| 1Y | -21.8% | +13.0% | -34.8% | -33.0% |
| 3Y | +50.0% | +49.2% | +0.8% | -13.1% |
| 5Y | +48.9% | +47.2% | +1.7% | -9.5% |
| All | +262.8% | +177.2% | +85.6% | +3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling