+87.4%
SGI vs S
-57.8%
+145.1%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.8% | 0.0% |
| 7D | +9.3% | -5.8% | +15.1% | +10.5% |
| 30D | +6.9% | -9.2% | +16.1% | +8.4% |
| 3M | +2.8% | +23.4% | -20.5% | -2.3% |
| 6M | -12.6% | +36.9% | -49.5% | -19.6% |
| YTD | -21.5% | +29.5% | -51.1% | -27.2% |
| 1Y | -18.8% | +5.4% | -24.2% | -21.8% |
| 3Y | +60.8% | +14.7% | +46.1% | +47.1% |
| 5Y | +60.0% | -71.5% | +131.5% | +60.9% |
| All | +87.4% | -57.8% | +145.1% | +92.0% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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