+246.8%
SLB vs SGI
+2,083.6%
-1,836.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +0.8% | +8.5% | -7.7% | -1.2% |
| 30D | +15.8% | +0.7% | +15.1% | +15.4% |
| 3M | -0.3% | +0.6% | -1.0% | -1.0% |
| 6M | +21.3% | -17.9% | +39.3% | +25.9% |
| YTD | +52.3% | -21.2% | +73.5% | +59.2% |
| 1Y | +63.6% | -18.9% | +82.5% | +69.1% |
| 3Y | +3.8% | +52.6% | -48.9% | -9.8% |
| 5Y | +128.6% | +60.7% | +67.9% | +88.5% |
| 10Y | -3.1% | +278.1% | -281.2% | -42.1% |
| All | +246.8% | +2,083.6% | -1,836.8% | +9.5% |
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