+333.9%
SGI vs Z
-14.8%
+348.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.1% |
| 7D | -10.5% | -13.1% | +2.6% | -5.9% |
| 30D | +0.1% | +5.9% | -5.7% | -2.1% |
| 3M | -4.0% | -13.7% | +9.7% | +0.5% |
| 6M | -5.6% | -27.1% | +21.5% | +4.3% |
| YTD | -29.5% | -56.8% | +27.3% | -7.4% |
| 1Y | -31.5% | -60.2% | +28.7% | -7.7% |
| 3Y | +71.6% | -19.7% | +91.3% | +69.7% |
| 5Y | +50.5% | -53.7% | +104.2% | +69.4% |
| 10Y | +333.9% | -16.9% | +350.7% | +211.3% |
| All | +333.9% | -14.8% | +348.6% | +211.3% |
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