+78.4%
V vs SGI
+80.7%
-2.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.4% | -0.7% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | +9.5% | +6.6% | +3.0% | +8.3% |
| 3M | +16.7% | +1.8% | +14.8% | +16.1% |
| 6M | +32.9% | -3.9% | +36.8% | +33.0% |
| YTD | +21.1% | -25.2% | +46.3% | +25.8% |
| 1Y | +26.6% | -26.7% | +53.4% | +32.0% |
| 3Y | +78.4% | +86.8% | -8.4% | +65.2% |
| All | +78.4% | +80.7% | -2.4% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling