+47.4%
SGI vs MTCH
-73.3%
+120.6%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.5% |
| 7D | -4.5% | +1.3% | -5.7% | -4.9% |
| 30D | +4.2% | +15.9% | -11.7% | -1.1% |
| 3M | -7.4% | +23.3% | -30.7% | -14.3% |
| 6M | -15.1% | +40.1% | -55.2% | -24.6% |
| YTD | -24.7% | +33.6% | -58.3% | -32.2% |
| 1Y | -21.8% | +14.1% | -35.8% | -25.9% |
| 3Y | +50.0% | +1.4% | +48.6% | +41.5% |
| All | +47.4% | -73.3% | +120.6% | +95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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