+72.9%
SGI vs S
-52.7%
+125.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -5.8% |
| 7D | +1.0% | -13.4% | +14.4% | +3.6% |
| 30D | +3.9% | -14.0% | +17.9% | +6.4% |
| 3M | -0.8% | +4.9% | -5.7% | -3.2% |
| 6M | -18.0% | +42.0% | -60.0% | -25.4% |
| YTD | -27.6% | +45.1% | -72.7% | -35.0% |
| 1Y | -27.2% | +33.1% | -60.3% | -33.8% |
| 3Y | +76.0% | +40.6% | +35.4% | +52.9% |
| 5Y | +50.0% | -67.5% | +117.4% | +47.0% |
| All | +72.9% | -52.7% | +125.5% | +71.4% |
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