+262.8%
SGI vs MKTX
+5.0%
+257.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -4.5% | -0.2% | -4.2% | -4.4% |
| 30D | +4.2% | +0.7% | +3.4% | +4.0% |
| 3M | -7.4% | +40.8% | -48.2% | -17.2% |
| 6M | -15.1% | -8.0% | -7.1% | -14.0% |
| YTD | -24.7% | -8.7% | -16.0% | -23.7% |
| 1Y | -21.8% | -11.8% | -9.9% | -20.1% |
| 3Y | +50.0% | -24.0% | +74.1% | +53.6% |
| 5Y | +48.9% | -60.3% | +109.3% | +86.4% |
| All | +262.8% | +5.0% | +257.7% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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