+52.6%
SN vs SGI
-19.6%
+72.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -9.1% |
| 3M | +48.1% | +2.8% | +45.2% | +44.4% |
| 6M | +57.6% | -12.6% | +70.2% | +64.5% |
| YTD | +56.5% | -21.5% | +78.0% | +67.6% |
| 1Y | +52.6% | -18.8% | +71.3% | +57.1% |
| All | +52.6% | -19.6% | +72.2% | +57.1% |
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