+45.9%
SGI vs MKTX
-60.5%
+106.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.1% |
| 7D | -4.9% | -0.2% | -4.8% | -4.9% |
| 30D | +1.6% | +0.8% | +0.8% | +1.4% |
| 3M | -3.2% | +41.1% | -44.3% | -10.6% |
| 6M | -16.0% | -9.5% | -6.5% | -13.8% |
| YTD | -25.4% | -8.7% | -16.7% | -23.7% |
| 1Y | -21.6% | -10.0% | -11.6% | -19.7% |
| 3Y | +52.9% | -24.6% | +77.5% | +57.4% |
| All | +45.9% | -60.5% | +106.4% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling