-70.0%
U vs SGI
+51.2%
-121.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.5% | +11.0% | +9.4% |
| 7D | +36.6% | +1.0% | +35.6% | +34.4% |
| 30D | +13.3% | +3.9% | +9.4% | +8.9% |
| 3M | +26.2% | -0.8% | +27.0% | +24.5% |
| 6M | +88.7% | -18.0% | +106.7% | +108.0% |
| YTD | +16.6% | -27.6% | +44.2% | +39.0% |
| 1Y | +29.0% | -27.2% | +56.2% | +53.1% |
| 3Y | +99.5% | +76.0% | +23.5% | +1.6% |
| All | -70.0% | +51.2% | -121.2% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling