+2,101.2%
SIMO vs SGI
+1,113.3%
+987.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -5.5% | +9.6% | +5.5% |
| 7D | -22.0% | +1.0% | -23.0% | -22.5% |
| 30D | -43.0% | +3.9% | -46.9% | -44.0% |
| 3M | -39.1% | -0.8% | -38.3% | -39.7% |
| 6M | -33.3% | -18.0% | -15.3% | -31.2% |
| YTD | +77.0% | -27.6% | +104.6% | +86.5% |
| 1Y | +73.0% | -27.2% | +100.2% | +82.0% |
| 3Y | +215.7% | +76.0% | +139.7% | +161.2% |
| 5Y | +155.6% | +50.0% | +105.7% | +111.3% |
| 10Y | +388.4% | +399.1% | -10.7% | +157.5% |
| All | +2,101.2% | +1,113.3% | +987.9% | +414.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 all: compounded portfolio wealth divided by compounded SGI 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…
all analysis · Full analysis span regression · 6 months rolling