-0.1%
SW vs SGI
+63.3%
-63.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.8% | -2.7% | +1.8% |
| 7D | +12.1% | +12.1% | 0.0% | +7.9% |
| 30D | +6.6% | +12.1% | -5.5% | +2.5% |
| 3M | -6.0% | +0.4% | -6.4% | -6.5% |
| 6M | +21.5% | -4.0% | +25.5% | +22.5% |
| YTD | +20.3% | -21.2% | +41.6% | +27.9% |
| 1Y | +28.1% | -12.1% | +40.2% | +31.8% |
| 3Y | +51.6% | +83.9% | -32.3% | +32.0% |
| 5Y | -0.1% | +63.3% | -63.5% | -6.8% |
| All | -0.1% | +63.3% | -63.4% | -6.8% |
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