+1,615.1%
SGI vs MDY
+763.5%
+851.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.8% |
| 6M | -4.6% | +1.3% | -5.8% | -5.7% |
| YTD | -31.5% | +12.3% | -43.8% | -40.5% |
| 1Y | -30.8% | +15.8% | -46.6% | -42.4% |
| 3Y | +67.2% | +56.5% | +10.7% | -7.6% |
| 5Y | +42.5% | +35.1% | +7.4% | -0.7% |
| 10Y | +321.9% | +167.4% | +154.4% | +27.6% |
| All | +1,615.1% | +763.5% | +851.6% | +79.4% |
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 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