+76.0%
SGI vs SM
-20.0%
+96.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.4% | -5.5% |
| 7D | +1.0% | -25.9% | +26.9% | +1.7% |
| 30D | +3.9% | -15.1% | +19.0% | +4.0% |
| 3M | -0.8% | +4.9% | -5.7% | -2.0% |
| 6M | -18.0% | +6.1% | -24.1% | -19.9% |
| YTD | -27.6% | +63.4% | -91.0% | -36.4% |
| 1Y | -27.2% | +72.5% | -99.7% | -37.1% |
| 3Y | +76.0% | -16.9% | +92.9% | +69.6% |
| All | +76.0% | -20.0% | +96.0% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling