+248.5%
SLV vs SGI
+1,752.7%
-1,504.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.3% | -0.6% | +2.5% |
| 7D | +5.6% | -0.2% | +5.9% | +5.7% |
| 30D | -12.1% | +6.6% | -18.7% | -12.6% |
| 3M | -16.3% | +1.8% | -18.1% | -16.5% |
| 6M | -34.1% | -3.9% | -30.2% | -34.0% |
| YTD | -25.3% | -25.2% | 0.0% | -23.8% |
| 1Y | +9.6% | -26.7% | +36.3% | +11.9% |
| 3Y | +132.7% | +86.8% | +45.9% | +121.3% |
| 5Y | +113.7% | +56.6% | +57.0% | +102.8% |
| 10Y | +175.9% | +384.3% | -208.4% | +136.1% |
| All | +248.5% | +1,752.7% | -1,504.2% | +149.4% |
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