-2.3%
SW vs SGI
+60.4%
-62.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -5.1% | +8.5% | -13.6% | -7.6% |
| 30D | -4.6% | +0.7% | -5.3% | -4.9% |
| 3M | +9.4% | +0.6% | +8.8% | +9.3% |
| 6M | +3.5% | -17.9% | +21.5% | +9.2% |
| YTD | +22.0% | -21.2% | +43.2% | +29.7% |
| 1Y | +2.2% | -18.9% | +21.1% | +7.6% |
| 3Y | +19.6% | +52.6% | -33.0% | +8.3% |
| All | -2.3% | +60.4% | -62.7% | -12.7% |
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