-18.4%
SGI vs REPL
+136.9%
-155.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.9% |
| 7D | +0.6% | -9.6% | +10.2% | +0.5% |
| 30D | +5.5% | +5.7% | -0.2% | +5.6% |
| 3M | -3.6% | +56.4% | -60.0% | -2.4% |
| 6M | -15.0% | +67.4% | -82.5% | -13.0% |
| YTD | -23.0% | +48.7% | -71.7% | -21.3% |
| 1Y | -18.4% | +148.3% | -166.7% | -16.2% |
| All | -18.4% | +136.9% | -155.3% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling