+82.8%
SGI vs S
-53.4%
+136.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.8% | +6.0% | -1.1% |
| 7D | +5.3% | -16.7% | +22.0% | +8.9% |
| 30D | +8.2% | -17.0% | +25.2% | +11.6% |
| 3M | -2.2% | +2.0% | -4.2% | -4.0% |
| 6M | -8.4% | +35.1% | -43.5% | -15.9% |
| YTD | -23.4% | +42.8% | -66.2% | -31.1% |
| 1Y | -14.0% | +27.7% | -41.7% | -21.1% |
| 3Y | +78.8% | +33.0% | +45.8% | +57.1% |
| 5Y | +58.6% | -68.0% | +126.6% | +56.0% |
| All | +82.8% | -53.4% | +136.3% | +81.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling