+101.7%
SMR vs SGI
+67.2%
+34.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.6% | -3.5% |
| 7D | -8.3% | -5.3% | -3.0% | -5.0% |
| 30D | -20.1% | -2.1% | -18.0% | -20.0% |
| 3M | -52.7% | -8.2% | -44.5% | -50.6% |
| 6M | -61.0% | -4.6% | -56.5% | -60.8% |
| YTD | -67.1% | -31.5% | -35.7% | -59.3% |
| 1Y | -79.9% | -30.8% | -49.0% | -75.3% |
| 3Y | +101.7% | +67.2% | +34.5% | -0.9% |
| All | +101.7% | +67.2% | +34.5% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling