+72.9%
SPY vs SGI
+48.6%
+24.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.9% | +0.9% |
| 7D | -0.6% | -3.9% | +3.3% | +0.3% |
| 30D | -3.7% | +0.9% | -4.6% | -4.2% |
| 3M | -2.7% | -2.9% | +0.1% | -2.5% |
| 6M | +2.2% | -9.0% | +11.1% | +3.5% |
| YTD | +10.8% | -29.2% | +40.0% | +18.6% |
| 1Y | +11.2% | -32.3% | +43.5% | +20.3% |
| 3Y | +76.5% | +72.4% | +4.1% | +45.5% |
| 5Y | +72.9% | +50.6% | +22.3% | +39.6% |
| All | +72.9% | +48.6% | +24.3% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling