+41.4%
SGI vs MKC
-35.5%
+76.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.1% |
| 7D | -5.3% | -3.0% | -2.3% | -4.4% |
| 30D | -2.1% | +4.8% | -6.9% | -3.2% |
| 3M | -8.2% | -12.8% | +4.7% | -4.4% |
| 6M | -4.6% | +5.0% | -9.6% | -6.5% |
| YTD | -31.5% | -29.1% | -2.4% | -24.3% |
| 1Y | -30.8% | -26.4% | -4.4% | -24.6% |
| 3Y | +67.2% | -21.6% | +88.8% | +74.4% |
| All | +41.4% | -35.5% | +76.9% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling