+53.3%
SGI vs MKC
-31.2%
+84.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +0.6% | -4.3% | +4.9% | +1.6% |
| 30D | +5.5% | -3.1% | +8.6% | +6.3% |
| 3M | -3.6% | +6.8% | -10.4% | -5.5% |
| 6M | -15.0% | -18.3% | +3.3% | -10.7% |
| YTD | -23.0% | -23.1% | 0.0% | -17.9% |
| 1Y | -18.4% | -23.7% | +5.3% | -12.9% |
| All | +53.3% | -31.2% | +84.5% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling