-14.4%
SMR vs SGI
+114.2%
-128.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +1.0% | -16.7% | -16.1% |
| 7D | -11.2% | -4.5% | -6.8% | -9.5% |
| 30D | -10.2% | +4.2% | -14.4% | -11.7% |
| 3M | -10.0% | -7.4% | -2.6% | -7.5% |
| 6M | -30.5% | -15.1% | -15.4% | -25.7% |
| YTD | -39.2% | -24.7% | -14.6% | -32.2% |
| 1Y | -75.5% | -21.8% | -53.8% | -73.4% |
| 3Y | +45.4% | +50.0% | -4.6% | +23.8% |
| All | -14.4% | +114.2% | -128.6% | -34.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling