+1,872.3%
SGI vs MDY
+785.6%
+1,086.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.3% |
| 7D | +8.5% | +0.1% | +8.4% | +8.4% |
| 30D | +0.7% | -1.5% | +2.2% | +2.7% |
| 3M | +0.6% | +0.8% | -0.2% | 0.0% |
| 6M | -17.9% | +7.4% | -25.4% | -24.4% |
| YTD | -21.2% | +15.2% | -36.4% | -33.8% |
| 1Y | -18.9% | +16.5% | -35.4% | -33.2% |
| 3Y | +52.6% | +46.8% | +5.8% | -7.9% |
| 5Y | +60.7% | +46.0% | +14.7% | +0.7% |
| 10Y | +278.1% | +172.1% | +106.0% | +11.5% |
| All | +1,872.3% | +785.6% | +1,086.7% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling