+1,872.3%
SGI vs SM
+213.4%
+1,658.9%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +1.0% |
| 7D | +8.5% | +0.1% | +8.5% | +8.5% |
| 30D | +0.7% | +26.3% | -25.6% | -4.4% |
| 3M | +0.6% | +8.7% | -8.1% | -2.6% |
| 6M | -17.9% | +51.7% | -69.6% | -27.4% |
| YTD | -21.2% | +99.0% | -120.2% | -34.6% |
| 1Y | -18.9% | +34.6% | -53.4% | -27.4% |
| 3Y | +52.6% | -7.8% | +60.4% | +42.9% |
| 5Y | +60.7% | +104.8% | -44.1% | +18.5% |
| 10Y | +278.1% | +7.2% | +270.9% | +93.5% |
| All | +1,872.3% | +213.4% | +1,658.9% | +447.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling