+24.3%
W vs SGI
-10.7%
+35.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +6.8% | +4.2% | +5.5% |
| 7D | +8.4% | +12.1% | -3.7% | -0.9% |
| 30D | +16.5% | +12.1% | +4.4% | +6.2% |
| 3M | +6.4% | +0.4% | +6.0% | +5.5% |
| 6M | +90.5% | -4.0% | +94.5% | +92.8% |
| YTD | +23.1% | -21.2% | +44.3% | +35.1% |
| 1Y | +24.3% | -12.1% | +36.3% | +28.5% |
| All | +24.3% | -10.7% | +35.0% | +28.5% |
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