+743.1%
SW vs SGI
+3,174.8%
-2,431.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.8% | -2.7% | +3.5% |
| 7D | +12.1% | +12.1% | 0.0% | +11.0% |
| 30D | +6.6% | +12.1% | -5.5% | +5.5% |
| 3M | -6.0% | +0.4% | -6.4% | -6.1% |
| 6M | +21.5% | -4.0% | +25.5% | +21.8% |
| YTD | +20.3% | -21.2% | +41.6% | +22.4% |
| 1Y | +28.1% | -12.1% | +40.2% | +29.3% |
| 3Y | +51.6% | +83.9% | -32.3% | +46.5% |
| 5Y | -0.1% | +63.3% | -63.5% | -3.8% |
| 10Y | +189.7% | +442.9% | -253.2% | +160.3% |
| All | +743.1% | +3,174.8% | -2,431.7% | +630.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling