-37.8%
U vs SGI
+216.1%
-253.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.7% |
| 7D | +4.4% | +0.6% | +3.8% | +4.0% |
| 30D | -1.3% | +5.5% | -6.8% | -5.1% |
| 3M | +49.6% | -3.6% | +53.2% | +50.0% |
| 6M | +100.2% | -15.0% | +115.2% | +113.1% |
| YTD | -3.7% | -23.0% | +19.3% | +9.8% |
| 1Y | -6.5% | -18.4% | +11.9% | +0.5% |
| 3Y | +12.9% | +57.8% | -44.9% | -27.6% |
| 5Y | -68.3% | +51.5% | -119.7% | -83.1% |
| All | -37.8% | +216.1% | -253.9% | -73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling