-85.6%
SMR vs SGI
-10.7%
-74.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.8% | -11.3% | -7.6% |
| 7D | -9.5% | +12.1% | -21.6% | -14.6% |
| 30D | -33.2% | +12.1% | -45.3% | -37.0% |
| 3M | -45.9% | +0.4% | -46.4% | -46.4% |
| 6M | -57.9% | -4.0% | -53.9% | -57.6% |
| YTD | -63.8% | -21.2% | -42.6% | -62.5% |
| 1Y | -85.6% | -12.1% | -73.5% | -83.4% |
| All | -85.6% | -10.7% | -74.9% | -83.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling