+198.3%
W vs SGI
+392.5%
-194.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.3% | +1.5% | -0.3% |
| 7D | +1.1% | -3.9% | +5.0% | +4.0% |
| 30D | +6.4% | +0.9% | +5.5% | +5.7% |
| 3M | +9.0% | -2.9% | +11.9% | +10.6% |
| 6M | +69.8% | -9.0% | +78.8% | +83.1% |
| YTD | +12.1% | -29.2% | +41.2% | +39.8% |
| 1Y | 0.0% | -32.3% | +32.3% | +28.5% |
| 3Y | +160.3% | +72.4% | +87.9% | +96.4% |
| 5Y | -53.3% | +50.6% | -103.9% | -61.3% |
| 10Y | +217.0% | +335.2% | -118.3% | +43.8% |
| All | +198.3% | +392.5% | -194.2% | +21.3% |
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