-18.8%
SGI vs Z
-63.3%
+44.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | +1.4% |
| 7D | +9.3% | -3.3% | +12.5% | +10.3% |
| 30D | +6.9% | -3.7% | +10.6% | +7.9% |
| 3M | +2.8% | -7.0% | +9.8% | +4.7% |
| 6M | -12.6% | -29.5% | +16.9% | -5.3% |
| YTD | -21.5% | -52.6% | +31.0% | -10.6% |
| 1Y | -18.8% | -64.0% | +45.3% | -4.7% |
| All | -18.8% | -63.3% | +44.5% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling