+738.4%
SGI vs PSLV
+120.6%
+617.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.3% | -2.3% |
| 7D | +0.6% | +3.3% | -2.7% | 0.0% |
| 30D | +5.5% | +2.1% | +3.4% | +5.0% |
| 3M | -3.6% | +7.1% | -10.7% | -5.1% |
| 6M | -15.0% | -21.6% | +6.6% | -12.0% |
| YTD | -23.0% | -6.7% | -16.3% | -24.6% |
| 1Y | -18.4% | +59.3% | -77.7% | -28.4% |
| 3Y | +57.8% | +182.1% | -124.3% | +22.1% |
| 5Y | +51.5% | +162.6% | -111.2% | +17.1% |
| 10Y | +275.2% | +203.0% | +72.1% | +173.8% |
| All | +738.4% | +120.6% | +617.8% | +453.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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