-30.8%
SGI vs REPL
+155.6%
-186.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +8.0% | -13.4% | -5.3% |
| 7D | +1.0% | +22.8% | -21.8% | +1.3% |
| 30D | +3.9% | +63.8% | -59.9% | +4.7% |
| 3M | -0.8% | +68.1% | -68.9% | 0.0% |
| 6M | -18.0% | +528.5% | -546.4% | -14.8% |
| YTD | -27.6% | +122.4% | -150.0% | -25.6% |
| All | -30.8% | +155.6% | -186.3% | -30.4% |
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