+7.5%
SMR vs SGI
+118.9%
-111.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.9% | -1.4% | -2.5% |
| 7D | +13.1% | +0.6% | +12.5% | +12.8% |
| 30D | +17.8% | +5.5% | +12.2% | +15.2% |
| 3M | +8.1% | -3.6% | +11.7% | +9.3% |
| 6M | -11.1% | -15.0% | +3.9% | -5.2% |
| YTD | -23.7% | -23.0% | -0.7% | -15.7% |
| 1Y | -69.4% | -18.4% | -51.0% | -67.3% |
| 3Y | +82.6% | +57.8% | +24.8% | +53.2% |
| All | +7.5% | +118.9% | -111.5% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling