-33.5%
SGI vs S
+29.4%
-63.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.3% | +3.3% | -2.6% |
| 7D | -10.7% | +4.1% | -14.7% | -10.8% |
| 30D | -3.6% | -7.2% | +3.6% | -3.3% |
| 3M | -5.4% | 0.0% | -5.4% | -5.9% |
| 6M | -7.0% | +41.6% | -48.7% | -10.4% |
| YTD | -31.6% | +48.6% | -80.2% | -36.1% |
| 1Y | -33.5% | +30.0% | -63.6% | -37.9% |
| All | -33.5% | +29.4% | -63.0% | -37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling