+573.2%
SPMO vs SGI
+283.9%
+289.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +2.0% | +8.5% | -6.5% | +0.5% |
| 30D | -0.4% | +0.7% | -1.0% | -0.6% |
| 3M | -1.9% | +0.6% | -2.5% | -2.2% |
| 6M | +25.0% | -17.9% | +43.0% | +28.7% |
| YTD | +26.0% | -21.2% | +47.2% | +30.3% |
| 1Y | +28.7% | -18.9% | +47.5% | +32.0% |
| 3Y | +160.9% | +52.6% | +108.3% | +137.2% |
| 5Y | +147.9% | +60.7% | +87.2% | +116.9% |
| 10Y | +518.9% | +278.1% | +240.8% | +342.3% |
| All | +573.2% | +283.9% | +289.3% | +392.0% |
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