+953.5%
SPY vs SGI
+1,852.9%
-899.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -0.9% | -10.5% | +9.6% | +1.1% |
| 30D | -2.4% | +0.1% | -2.5% | -2.6% |
| 3M | -1.2% | -4.0% | +2.8% | -0.8% |
| 6M | +3.3% | -5.6% | +8.9% | +3.7% |
| YTD | +12.3% | -29.5% | +41.8% | +18.2% |
| 1Y | +12.4% | -31.5% | +44.0% | +18.9% |
| 3Y | +78.8% | +71.6% | +7.2% | +57.7% |
| 5Y | +75.2% | +50.5% | +24.6% | +54.1% |
| 10Y | +311.1% | +333.9% | -22.8% | +174.9% |
| All | +953.5% | +1,852.9% | -899.5% | +318.4% |
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