+257.9%
SPOT vs SGI
+67.2%
+190.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.1% | +2.3% |
| 7D | +1.6% | -5.3% | +6.9% | +2.8% |
| 30D | +16.9% | -2.1% | +19.0% | +17.5% |
| 3M | +23.0% | -8.2% | +31.1% | +25.0% |
| 6M | +42.2% | -4.6% | +46.7% | +42.2% |
| YTD | +5.5% | -31.5% | +37.0% | +12.8% |
| 1Y | -5.1% | -30.8% | +25.8% | +1.3% |
| 3Y | +257.9% | +67.2% | +190.7% | +240.0% |
| All | +257.9% | +67.2% | +190.7% | +240.0% |
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 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