+454.5%
V vs SGI
+356.4%
+98.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +1.3% |
| 7D | +0.6% | -3.9% | +4.5% | +1.4% |
| 30D | +9.7% | +0.9% | +8.8% | +9.4% |
| 3M | +17.3% | -2.9% | +20.2% | +17.7% |
| 6M | +33.2% | -9.0% | +42.2% | +34.8% |
| YTD | +21.3% | -29.2% | +50.5% | +28.6% |
| 1Y | +27.3% | -32.3% | +59.6% | +36.2% |
| 3Y | +76.1% | +72.4% | +3.7% | +49.9% |
| 5Y | +103.5% | +50.6% | +52.8% | +71.8% |
| 10Y | +454.5% | +335.2% | +119.2% | +240.1% |
| All | +454.5% | +356.4% | +98.0% | +240.1% |
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 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