+16.7%
U vs SGI
-30.7%
+47.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.3% | +3.1% | -0.9% |
| 7D | +24.4% | -3.9% | +28.3% | +25.0% |
| 30D | +7.4% | +0.9% | +6.4% | +6.4% |
| 3M | +16.8% | -2.9% | +19.7% | +16.7% |
| 6M | +78.8% | -9.0% | +87.7% | +79.7% |
| YTD | +14.0% | -29.2% | +43.1% | +31.1% |
| 1Y | +16.7% | -32.3% | +49.0% | +39.9% |
| All | +16.7% | -30.7% | +47.4% | +39.9% |
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