-2.4%
U vs SGI
-20.9%
+18.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.5% |
| 7D | 0.0% | -4.9% | +4.9% | +0.9% |
| 30D | -4.1% | +1.6% | -5.7% | -4.4% |
| 3M | +57.8% | -3.2% | +61.0% | +57.2% |
| 6M | +103.5% | -16.0% | +119.6% | +109.5% |
| YTD | -4.8% | -25.4% | +20.7% | +3.6% |
| 1Y | -2.4% | -21.6% | +19.2% | +12.1% |
| All | -2.4% | -20.9% | +18.5% | +12.1% |
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