+450.0%
SN vs SGI
+67.2%
+382.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | +1.5% | -5.3% | +6.9% | +4.8% |
| 30D | +21.5% | -2.1% | +23.6% | +22.2% |
| 3M | +20.0% | -8.2% | +28.2% | +24.8% |
| 6M | +119.9% | -4.6% | +124.5% | +121.1% |
| YTD | +102.3% | -31.5% | +133.8% | +144.7% |
| 1Y | +148.0% | -30.8% | +178.8% | +197.8% |
| 3Y | +450.0% | +67.2% | +382.8% | +379.4% |
| All | +450.0% | +67.2% | +382.8% | +379.4% |
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