+1,872.3%
SGI vs MKC
+460.3%
+1,412.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +8.5% | -5.9% | +14.4% | +11.4% |
| 30D | +0.7% | -0.9% | +1.6% | +1.0% |
| 3M | +0.6% | +12.7% | -12.1% | -5.5% |
| 6M | -17.9% | -19.3% | +1.4% | -10.6% |
| YTD | -21.2% | -22.2% | +1.0% | -13.1% |
| 1Y | -18.9% | -23.3% | +4.5% | -10.4% |
| 3Y | +52.6% | -30.0% | +82.6% | +72.4% |
| 5Y | +60.7% | -33.8% | +94.5% | +82.5% |
| 10Y | +278.1% | +24.4% | +253.7% | +169.7% |
| All | +1,872.3% | +460.3% | +1,412.0% | +410.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling