+29.3%
V vs SGI
-10.7%
+40.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +6.8% | -3.0% | +3.1% |
| 7D | +9.0% | +12.1% | -3.1% | +7.6% |
| 30D | +18.1% | +12.1% | +6.0% | +16.6% |
| 3M | +18.3% | +0.4% | +17.9% | +17.8% |
| 6M | +34.1% | -4.0% | +38.1% | +33.6% |
| YTD | +25.2% | -21.2% | +46.5% | +25.9% |
| 1Y | +29.3% | -12.1% | +41.4% | +30.0% |
| All | +29.3% | -10.7% | +40.0% | +30.0% |
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