-18.9%
SGI vs SM
+36.8%
-55.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | -0.3% |
| 7D | +8.5% | -0.5% | +9.0% | +8.4% |
| 30D | +0.7% | +25.6% | -24.9% | +6.9% |
| 3M | +0.6% | +8.0% | -7.4% | +4.3% |
| 6M | -17.9% | +50.8% | -68.7% | -11.5% |
| YTD | -21.2% | +97.9% | -119.1% | -15.1% |
| 1Y | -18.9% | +33.8% | -52.7% | -13.8% |
| All | -18.9% | +36.8% | -55.6% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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