+59.2%
SGI vs Z
-32.8%
+92.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.2% |
| 7D | +8.5% | -3.0% | +11.5% | +9.7% |
| 30D | +0.7% | -4.2% | +4.9% | +2.0% |
| 3M | +0.6% | -3.7% | +4.3% | +1.4% |
| 6M | -17.9% | -24.5% | +6.6% | -10.4% |
| YTD | -21.2% | -49.3% | +28.1% | -2.5% |
| 1Y | -18.9% | -58.7% | +39.8% | +6.9% |
| All | +59.2% | -32.8% | +92.0% | +63.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling