+259.2%
SGI vs MKC
+29.3%
+229.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.9% |
| 7D | -4.9% | -2.8% | -2.1% | -4.2% |
| 30D | +1.6% | -3.4% | +5.0% | +2.4% |
| 3M | -3.2% | +3.8% | -6.9% | -4.4% |
| 6M | -16.0% | -17.9% | +1.9% | -12.1% |
| YTD | -25.4% | -23.6% | -1.8% | -20.6% |
| 1Y | -21.6% | -23.1% | +1.5% | -16.9% |
| 3Y | +52.9% | -31.5% | +84.4% | +65.5% |
| 5Y | +47.5% | -33.1% | +80.6% | +59.5% |
| All | +259.2% | +29.3% | +229.9% | +254.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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