+61.5%
SGI vs S
-71.4%
+132.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.4% |
| 7D | +8.5% | -7.7% | +16.3% | +10.3% |
| 30D | +0.7% | -5.3% | +6.0% | +1.3% |
| 3M | +0.6% | +20.3% | -19.7% | -4.2% |
| 6M | -17.9% | +47.4% | -65.3% | -26.1% |
| YTD | -21.2% | +32.5% | -53.7% | -27.5% |
| 1Y | -18.9% | +9.5% | -28.4% | -22.7% |
| 3Y | +52.6% | +15.5% | +37.1% | +38.4% |
| All | +61.5% | -71.4% | +132.9% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling