+1,769.4%
SGI vs MKTX
+1,445.7%
+323.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +9.3% | +0.4% | +8.9% | +9.1% |
| 30D | +6.9% | +1.0% | +5.9% | +6.5% |
| 3M | +2.8% | +41.3% | -38.4% | -11.0% |
| 6M | -12.6% | -11.3% | -1.3% | -11.4% |
| YTD | -21.5% | -8.6% | -13.0% | -21.5% |
| 1Y | -18.8% | -11.1% | -7.7% | -18.2% |
| 3Y | +60.8% | -24.5% | +85.3% | +63.8% |
| 5Y | +60.0% | -61.4% | +121.4% | +103.2% |
| 10Y | +267.8% | +6.8% | +261.0% | +200.9% |
| All | +1,769.4% | +1,445.7% | +323.8% | +351.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling