+83.4%
SGI vs MNDY
-49.8%
+133.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | -4.5% | -4.6% | +0.2% | -3.9% |
| 30D | +4.2% | +1.0% | +3.1% | +3.6% |
| 3M | -7.4% | +9.1% | -16.6% | -9.4% |
| 6M | -15.1% | +14.2% | -29.3% | -18.3% |
| YTD | -24.7% | -41.1% | +16.5% | -20.0% |
| 1Y | -21.8% | -54.7% | +33.0% | -13.8% |
| 3Y | +50.0% | -50.6% | +100.6% | +52.4% |
| 5Y | +48.9% | -76.7% | +125.6% | +39.6% |
| All | +83.4% | -49.8% | +133.2% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MNDY.
Daily Out/Under-Performance
Portfolio return minus MNDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNDY 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 MNDY 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