+404.0%
SGI vs REPL
+35.1%
+368.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +8.0% | -13.4% | -5.8% |
| 7D | +1.0% | +22.8% | -21.8% | 0.0% |
| 30D | +3.9% | +63.8% | -59.9% | +1.5% |
| 3M | -0.8% | +68.1% | -68.9% | -3.4% |
| 6M | -18.0% | +528.5% | -546.4% | -28.3% |
| YTD | -27.6% | +122.4% | -150.0% | -35.2% |
| 1Y | -27.2% | +154.4% | -181.6% | -35.5% |
| 3Y | +76.0% | +68.0% | +8.0% | +30.1% |
| 5Y | +50.0% | -35.4% | +85.3% | +22.5% |
| All | +404.0% | +35.1% | +368.8% | +216.6% |
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