-30.8%
SGI vs S
+28.1%
-58.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -5.5% |
| 7D | +1.0% | -13.4% | +14.4% | +1.6% |
| 30D | +3.9% | -14.0% | +17.9% | +4.6% |
| 3M | -0.8% | +4.9% | -5.7% | -2.0% |
| 6M | -18.0% | +42.0% | -60.0% | -21.0% |
| YTD | -27.6% | +45.1% | -72.7% | -32.3% |
| All | -30.8% | +28.1% | -58.8% | -35.5% |
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