+304.8%
SGI vs SM
+18.0%
+286.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.2% |
| 7D | -5.3% | +9.4% | -14.7% | -6.7% |
| 30D | -2.1% | -14.4% | +12.3% | -0.4% |
| 3M | -8.2% | +1.6% | -9.7% | -9.5% |
| 6M | -4.6% | +6.3% | -10.9% | -7.8% |
| YTD | -31.5% | +78.8% | -110.2% | -40.5% |
| 1Y | -30.8% | +83.1% | -114.0% | -40.3% |
| 3Y | +67.2% | -5.9% | +73.1% | +57.4% |
| 5Y | +42.5% | +4.8% | +37.7% | +26.2% |
| All | +304.8% | +18.0% | +286.7% | +107.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling