+275.2%
SGI vs SM
+16.0%
+259.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.0% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +5.5% | +20.3% | -14.8% | +2.4% |
| 3M | -3.6% | +22.9% | -26.5% | -7.6% |
| 6M | -15.0% | +47.8% | -62.9% | -22.2% |
| YTD | -23.0% | +107.5% | -130.5% | -33.7% |
| 1Y | -18.4% | +51.7% | -70.1% | -26.4% |
| 3Y | +57.8% | -0.9% | +58.6% | +48.7% |
| 5Y | +51.5% | +112.2% | -60.8% | +20.6% |
| 10Y | +275.2% | +20.3% | +254.8% | +77.2% |
| All | +275.2% | +16.0% | +259.2% | +77.2% |
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