+311.2%
SPY vs SGI
+266.5%
+44.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | 0.0% |
| 7D | -2.0% | -4.9% | +2.9% | -1.0% |
| 30D | -1.7% | +1.6% | -3.2% | -2.1% |
| 3M | +4.7% | -3.2% | +7.9% | +5.0% |
| 6M | +12.5% | -16.0% | +28.5% | +15.5% |
| YTD | +11.7% | -25.4% | +37.1% | +17.1% |
| 1Y | +17.5% | -21.6% | +39.1% | +21.5% |
| 3Y | +76.6% | +52.9% | +23.7% | +57.3% |
| 5Y | +82.0% | +47.5% | +34.5% | +57.8% |
| All | +311.2% | +266.5% | +44.8% | +177.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling