+1,615.1%
SGI vs MKC
+410.6%
+1,204.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.3% |
| 7D | -5.3% | -3.0% | -2.3% | -4.0% |
| 30D | -2.1% | +4.8% | -6.9% | -3.9% |
| 3M | -8.2% | -12.8% | +4.7% | -2.4% |
| 6M | -4.6% | +5.0% | -9.6% | -7.6% |
| YTD | -31.5% | -29.1% | -2.4% | -21.2% |
| 1Y | -30.8% | -26.4% | -4.4% | -21.9% |
| 3Y | +67.2% | -21.6% | +88.8% | +78.2% |
| 5Y | +42.5% | -35.2% | +77.7% | +62.9% |
| 10Y | +321.9% | +25.6% | +296.2% | +192.5% |
| All | +1,615.1% | +410.6% | +1,204.5% | +362.8% |
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