+323.8%
SN vs SGI
+57.3%
+266.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.5% | +1.2% |
| 7D | +0.1% | +9.3% | -9.2% | -4.7% |
| 30D | -5.6% | +6.9% | -12.5% | -9.2% |
| 3M | +48.1% | +2.8% | +45.2% | +44.5% |
| 6M | +57.6% | -12.6% | +70.2% | +67.0% |
| YTD | +56.5% | -21.5% | +78.0% | +73.5% |
| 1Y | +52.6% | -18.8% | +71.3% | +65.5% |
| 3Y | +412.0% | +60.8% | +351.1% | +309.9% |
| All | +323.8% | +57.3% | +266.5% | +253.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling