+41.4%
SGI vs MDY
+34.6%
+6.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.4% |
| 7D | -5.3% | +2.3% | -7.6% | -8.1% |
| 30D | -2.1% | +2.0% | -4.1% | -4.7% |
| 3M | -8.2% | -5.6% | -2.5% | -0.7% |
| 6M | -4.6% | +1.3% | -5.8% | -5.7% |
| YTD | -31.5% | +12.3% | -43.8% | -40.3% |
| 1Y | -30.8% | +15.8% | -46.6% | -42.1% |
| 3Y | +67.2% | +56.5% | +10.7% | -9.0% |
| All | +41.4% | +34.6% | +6.8% | -6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling