+63.7%
SGI vs S
-51.7%
+115.4%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | -5.3% | +2.0% | -7.3% | -5.7% |
| 30D | -2.1% | -2.7% | +0.7% | -2.0% |
| 3M | -8.2% | -6.9% | -1.3% | -8.1% |
| 6M | -4.6% | +38.1% | -42.6% | -12.5% |
| YTD | -31.5% | +48.0% | -79.5% | -38.7% |
| 1Y | -30.8% | +34.5% | -65.3% | -37.2% |
| 3Y | +67.2% | +38.3% | +28.9% | +45.7% |
| 5Y | +42.5% | -70.9% | +113.4% | +40.0% |
| All | +63.7% | -51.7% | +115.4% | +61.7% |
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