+3,313.2%
V vs SGI
+2,357.0%
+956.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.6% |
| 6M | +33.2% | -9.0% | +42.2% | +34.7% |
| YTD | +21.3% | -29.2% | +50.5% | +28.1% |
| 1Y | +27.3% | -32.3% | +59.6% | +35.6% |
| 3Y | +76.1% | +72.4% | +3.7% | +52.1% |
| 5Y | +103.5% | +50.6% | +52.8% | +75.0% |
| 10Y | +454.5% | +335.2% | +119.2% | +248.0% |
| All | +3,313.2% | +2,357.0% | +956.2% | +979.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling