+19.6%
SW vs SGI
+54.7%
-35.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.0% |
| 7D | -5.1% | +8.5% | -13.6% | -8.9% |
| 30D | -4.6% | +0.7% | -5.3% | -5.1% |
| 3M | +9.4% | +0.6% | +8.8% | +9.1% |
| 6M | +3.5% | -17.9% | +21.5% | +11.8% |
| YTD | +22.0% | -21.2% | +43.2% | +33.2% |
| 1Y | +2.2% | -18.9% | +21.1% | +9.8% |
| All | +19.6% | +54.7% | -35.1% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling