+746.3%
SO vs SGI
+1,905.4%
-1,159.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | -0.7% |
| 7D | -1.5% | +1.0% | -2.4% | -1.6% |
| 30D | +8.1% | +3.9% | +4.2% | +7.8% |
| 3M | +0.2% | -0.8% | +1.0% | +0.2% |
| 6M | +0.4% | -18.0% | +18.3% | +1.4% |
| YTD | +8.5% | -27.6% | +36.1% | +10.3% |
| 1Y | +4.9% | -27.2% | +32.2% | +6.6% |
| 3Y | +47.9% | +76.0% | -28.1% | +40.8% |
| 5Y | +75.7% | +50.0% | +25.7% | +66.8% |
| 10Y | +178.0% | +399.1% | -221.1% | +136.8% |
| All | +746.3% | +1,905.4% | -1,159.2% | +473.9% |
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