+147.8%
SW vs SGI
+277.9%
-130.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | -5.1% | +8.5% | -13.6% | -6.0% |
| 30D | -4.6% | +0.7% | -5.3% | -4.7% |
| 3M | +9.4% | +0.6% | +8.8% | +9.4% |
| 6M | +3.5% | -17.9% | +21.5% | +5.4% |
| YTD | +22.0% | -21.2% | +43.2% | +24.6% |
| 1Y | +2.2% | -18.9% | +21.1% | +4.1% |
| 3Y | +19.6% | +52.6% | -33.0% | +16.7% |
| 5Y | -2.3% | +60.7% | -63.1% | -6.0% |
| All | +147.8% | +277.9% | -130.1% | +144.4% |
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 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