+8.6%
V vs SGI
-19.6%
+28.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -1.1% | +9.3% | -10.4% | -1.8% |
| 30D | +1.9% | +6.9% | -5.0% | +1.3% |
| 3M | +15.5% | +2.8% | +12.7% | +15.2% |
| 6M | +16.6% | -12.6% | +29.2% | +17.2% |
| YTD | +5.7% | -21.5% | +27.3% | +6.8% |
| 1Y | +8.6% | -18.8% | +27.3% | +10.6% |
| All | +8.6% | -19.6% | +28.2% | +10.6% |
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