+3.7%
U vs SGI
-17.2%
+20.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -3.8% | +8.5% | -12.4% | -5.3% |
| 30D | +17.5% | +0.7% | +16.8% | +17.0% |
| 3M | +38.7% | +0.6% | +38.1% | +37.5% |
| 6M | +104.4% | -17.9% | +122.4% | +113.5% |
| YTD | -5.7% | -21.2% | +15.5% | +1.4% |
| 1Y | +3.7% | -18.9% | +22.5% | +17.4% |
| All | +3.7% | -17.2% | +20.8% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling