+439.5%
SN vs SGI
+45.1%
+394.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.5% | +8.1% | +5.5% |
| 7D | +7.2% | +1.0% | +6.2% | +6.3% |
| 30D | +20.4% | +3.9% | +16.5% | +17.5% |
| 3M | +23.9% | -0.8% | +24.7% | +23.3% |
| 6M | +93.0% | -18.0% | +111.0% | +110.8% |
| YTD | +99.2% | -27.6% | +126.8% | +129.2% |
| 1Y | +142.6% | -27.2% | +169.8% | +178.2% |
| 3Y | +398.8% | +76.0% | +322.8% | +343.5% |
| All | +439.5% | +45.1% | +394.4% | +367.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling