-73.1%
SMR vs SGI
-17.2%
-55.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +4.4% | +8.5% | -4.1% | +0.6% |
| 30D | +3.4% | +0.7% | +2.7% | +2.8% |
| 3M | -19.2% | +0.6% | -19.8% | -20.0% |
| 6M | -22.6% | -17.9% | -4.7% | -21.4% |
| YTD | -31.5% | -21.2% | -10.4% | -29.0% |
| 1Y | -73.1% | -18.9% | -54.2% | -68.0% |
| All | -73.1% | -17.2% | -55.9% | -68.0% |
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