-3.1%
SGI vs Z
-28.7%
+25.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.0% | -4.5% |
| 7D | +1.0% | -4.6% | +5.5% | +2.6% |
| 30D | +3.9% | +8.3% | -4.4% | +0.6% |
| 3M | -0.8% | -11.6% | +10.8% | +3.1% |
| All | -3.1% | -28.7% | +25.6% | +11.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling