+319.5%
SN vs SGI
+58.0%
+261.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.3% |
| 7D | -9.3% | +8.5% | -17.9% | -13.3% |
| 30D | -4.8% | +0.7% | -5.5% | -5.5% |
| 3M | +40.4% | +0.6% | +39.8% | +38.8% |
| 6M | +50.9% | -17.9% | +68.9% | +65.2% |
| YTD | +54.9% | -21.2% | +76.1% | +71.3% |
| 1Y | +43.0% | -18.9% | +61.9% | +55.3% |
| 3Y | +391.8% | +52.6% | +339.2% | +266.0% |
| All | +319.5% | +58.0% | +261.5% | +249.2% |
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