+163.6%
W vs SGI
+448.1%
-284.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.2% |
| 7D | -4.2% | +8.5% | -12.7% | -9.3% |
| 30D | -7.6% | +0.7% | -8.2% | -8.3% |
| 3M | +37.2% | +0.6% | +36.6% | +38.0% |
| 6M | +26.3% | -17.9% | +44.3% | +44.2% |
| YTD | -1.0% | -21.2% | +20.2% | +15.3% |
| 1Y | +20.1% | -18.9% | +38.9% | +36.5% |
| 3Y | +37.8% | +52.6% | -14.8% | +10.7% |
| 5Y | -63.7% | +60.7% | -124.4% | -71.4% |
| 10Y | +156.3% | +278.1% | -121.8% | +16.3% |
| All | +163.6% | +448.1% | -284.5% | 0.0% |
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