+48.6%
SGI vs MNDY
-50.4%
+99.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.0% | -8.1% | -3.6% |
| 7D | -4.9% | -12.5% | +7.6% | -3.8% |
| 30D | +1.6% | -2.6% | +4.2% | +1.6% |
| 3M | -3.2% | +4.2% | -7.4% | -3.9% |
| 6M | -16.0% | +9.8% | -25.8% | -17.5% |
| YTD | -25.4% | -42.3% | +16.9% | -21.6% |
| 1Y | -21.6% | -54.5% | +33.0% | -15.6% |
| All | +48.6% | -50.4% | +99.0% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling