+67.1%
V vs SGI
+61.8%
+5.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.6% |
| 7D | -1.1% | +9.3% | -10.4% | -2.9% |
| 30D | +1.9% | +6.9% | -5.0% | +0.4% |
| 3M | +15.5% | +2.8% | +12.7% | +14.4% |
| 6M | +16.6% | -12.6% | +29.2% | +18.7% |
| YTD | +5.7% | -21.5% | +27.3% | +9.9% |
| 1Y | +8.6% | -18.8% | +27.3% | +11.6% |
| 3Y | +52.5% | +60.8% | -8.3% | +30.9% |
| 5Y | +67.1% | +60.0% | +7.1% | +42.1% |
| All | +67.1% | +61.8% | +5.3% | +42.1% |
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 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