+420.5%
SGI vs REPL
+39.1%
+381.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.0% | +0.3% | +3.1% |
| 7D | -0.2% | +14.2% | -14.4% | -0.8% |
| 30D | +6.6% | +65.9% | -59.3% | +4.1% |
| 3M | +1.8% | +84.6% | -82.8% | -1.2% |
| 6M | -3.9% | +446.9% | -450.8% | -15.2% |
| YTD | -25.2% | +129.0% | -154.3% | -33.1% |
| 1Y | -26.7% | +167.9% | -194.6% | -35.2% |
| 3Y | +86.8% | +93.9% | -7.1% | +35.9% |
| 5Y | +56.6% | -33.0% | +89.6% | +27.7% |
| All | +420.5% | +39.1% | +381.3% | +226.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling