-1.6%
SW vs SGI
+57.3%
-59.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.6% |
| 7D | +4.7% | +5.3% | -0.7% | +2.8% |
| 30D | +5.0% | +8.2% | -3.2% | +2.2% |
| 3M | -7.3% | -2.2% | -5.1% | -7.0% |
| 6M | +15.0% | -8.4% | +23.4% | +17.7% |
| YTD | +18.5% | -23.4% | +42.0% | +27.2% |
| 1Y | +27.1% | -14.0% | +41.1% | +31.8% |
| 3Y | +49.3% | +78.8% | -29.5% | +31.2% |
| 5Y | -1.6% | +58.6% | -60.2% | -7.3% |
| All | -1.6% | +57.3% | -59.0% | -7.3% |
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