-18.4%
SGI vs WOLF
+44.0%
-62.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -2.0% | +0.8% |
| 7D | -4.5% | -8.6% | +4.1% | -4.0% |
| 30D | +4.2% | -18.3% | +22.4% | +5.1% |
| 3M | -7.4% | -43.1% | +35.6% | -5.3% |
| 6M | -15.1% | +42.4% | -57.5% | -19.2% |
| YTD | -24.7% | +48.9% | -73.6% | -28.7% |
| All | -18.4% | +44.0% | -62.4% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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