+275.2%
SGI vs Z
-5.7%
+280.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | +0.6% | -7.1% | +7.7% | +3.2% |
| 30D | +5.5% | -4.8% | +10.3% | +7.1% |
| 3M | -3.6% | -9.3% | +5.7% | -0.9% |
| 6M | -15.0% | -29.0% | +13.9% | -5.0% |
| YTD | -23.0% | -52.9% | +29.9% | -1.7% |
| 1Y | -18.4% | -63.1% | +44.7% | +12.7% |
| 3Y | +57.8% | -36.9% | +94.6% | +70.9% |
| 5Y | +51.5% | -65.5% | +117.0% | +83.2% |
| 10Y | +275.2% | -3.9% | +279.0% | +167.8% |
| All | +275.2% | -5.7% | +280.9% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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