+59.5%
SGI vs REPL
-40.4%
+99.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.5% | -2.7% |
| 7D | +5.3% | +15.1% | -9.8% | +5.1% |
| 30D | +8.2% | +51.1% | -42.9% | +7.4% |
| 3M | -2.2% | +69.2% | -71.4% | -3.1% |
| 6M | -8.4% | +597.6% | -606.0% | -13.4% |
| YTD | -23.4% | +106.0% | -129.4% | -26.2% |
| 1Y | -14.0% | +133.3% | -147.3% | -17.5% |
| 3Y | +78.8% | +41.0% | +37.8% | +56.5% |
| All | +59.5% | -40.4% | +99.9% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling