+207.3%
SLB vs SGI
+1,852.9%
-1,645.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -1.2% | -10.5% | +9.3% | +1.5% |
| 30D | +4.5% | +0.1% | +4.3% | +4.0% |
| 3M | -4.6% | -4.0% | -0.6% | -4.2% |
| 6M | -6.3% | -5.6% | -0.6% | -6.1% |
| YTD | +35.0% | -29.5% | +64.5% | +44.2% |
| 1Y | +38.8% | -31.5% | +70.3% | +49.3% |
| 3Y | +3.3% | +71.6% | -68.3% | -12.8% |
| 5Y | +73.6% | +50.5% | +23.1% | +44.8% |
| 10Y | -14.2% | +333.9% | -348.1% | -49.8% |
| All | +207.3% | +1,852.9% | -1,645.6% | -0.8% |
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