+61.5%
SGI vs SM
+107.8%
-46.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.8% |
| 7D | +8.5% | +0.1% | +8.5% | +8.5% |
| 30D | +0.7% | +26.3% | -25.6% | -2.3% |
| 3M | +0.6% | +8.7% | -8.1% | -1.1% |
| 6M | -17.9% | +51.7% | -69.6% | -25.0% |
| YTD | -21.2% | +99.0% | -120.2% | -31.9% |
| 1Y | -18.9% | +34.6% | -53.4% | -24.8% |
| 3Y | +52.6% | -7.8% | +60.4% | +46.8% |
| All | +61.5% | +107.8% | -46.3% | +34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling