+333.1%
SLV vs SGI
+1,853.4%
-1,520.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.2% |
| 7D | -0.3% | +8.5% | -8.9% | -1.0% |
| 30D | +6.7% | +0.7% | +6.0% | +6.6% |
| 3M | -10.7% | +0.6% | -11.3% | -10.8% |
| 6M | -20.6% | -17.9% | -2.7% | -19.6% |
| YTD | -7.1% | -21.2% | +14.0% | -5.6% |
| 1Y | +62.0% | -18.9% | +80.8% | +64.1% |
| 3Y | +169.8% | +52.6% | +117.2% | +160.0% |
| 5Y | +161.5% | +60.7% | +100.7% | +147.6% |
| 10Y | +224.4% | +278.1% | -53.7% | +180.2% |
| All | +333.1% | +1,853.4% | -1,520.3% | +208.9% |
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