+47.4%
SGI vs MNDY
-76.8%
+124.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.7% |
| 7D | -4.5% | -4.6% | +0.2% | -3.8% |
| 30D | +4.2% | +1.0% | +3.1% | +3.6% |
| 3M | -7.4% | +9.1% | -16.6% | -9.5% |
| 6M | -15.1% | +14.2% | -29.3% | -18.7% |
| YTD | -24.7% | -41.1% | +16.5% | -19.5% |
| 1Y | -21.8% | -54.7% | +33.0% | -13.0% |
| 3Y | +50.0% | -50.6% | +100.6% | +51.8% |
| All | +47.4% | -76.8% | +124.2% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling