+91.1%
SGI vs MNDY
-51.7%
+142.8%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.1% | +7.7% | +0.8% |
| 7D | +9.3% | -13.3% | +22.6% | +11.5% |
| 30D | +6.9% | -10.2% | +17.0% | +8.3% |
| 3M | +2.8% | -0.1% | +3.0% | +2.1% |
| 6M | -12.6% | +6.3% | -18.9% | -15.0% |
| YTD | -21.5% | -43.3% | +21.8% | -16.1% |
| 1Y | -18.8% | -56.1% | +37.4% | -10.1% |
| 3Y | +60.8% | -51.1% | +112.0% | +63.6% |
| 5Y | +60.0% | -78.5% | +138.5% | +50.7% |
| All | +91.1% | -51.7% | +142.8% | +87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling