+264.0%
SPOT vs SGI
+563.1%
-299.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.5% | -3.7% | -3.3% |
| 7D | -0.9% | +8.5% | -9.5% | -3.0% |
| 30D | +12.5% | +0.7% | +11.8% | +12.2% |
| 3M | +9.9% | +0.6% | +9.3% | +8.9% |
| 6M | +1.6% | -17.9% | +19.5% | +5.5% |
| YTD | -6.6% | -21.2% | +14.6% | -2.2% |
| 1Y | -22.9% | -18.9% | -4.1% | -20.4% |
| 3Y | +244.3% | +52.6% | +191.6% | +194.4% |
| 5Y | +117.8% | +60.7% | +57.1% | +73.4% |
| All | +264.0% | +563.1% | -299.1% | +118.2% |
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