+69.1%
SGI vs S
-49.1%
+118.2%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -4.9% | -5.2% |
| 7D | -3.9% | +1.4% | -5.3% | -4.3% |
| 30D | +0.9% | -10.8% | +11.8% | +2.7% |
| 3M | -2.9% | +5.4% | -8.3% | -5.2% |
| 6M | -9.0% | +41.2% | -50.2% | -16.9% |
| YTD | -29.2% | +56.2% | -85.4% | -37.4% |
| 1Y | -32.3% | +36.3% | -68.6% | -38.6% |
| 3Y | +72.4% | +49.4% | +23.0% | +48.0% |
| 5Y | +50.6% | -66.9% | +117.5% | +45.9% |
| All | +69.1% | -49.1% | +118.2% | +65.3% |
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