-21.6%
SGI vs MDY
+13.9%
-35.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -1.6% |
| 7D | -4.9% | -2.5% | -2.4% | -1.0% |
| 30D | +1.6% | -5.0% | +6.6% | +10.1% |
| 3M | -3.2% | +0.5% | -3.6% | -3.5% |
| 6M | -16.0% | +8.0% | -24.0% | -23.4% |
| YTD | -25.4% | +12.2% | -37.6% | -33.0% |
| 1Y | -21.6% | +14.0% | -35.6% | -30.3% |
| All | -21.6% | +13.9% | -35.5% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling