+196.2%
W vs SGI
+403.4%
-207.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.5% | +4.0% | +2.1% |
| 7D | -3.6% | +1.0% | -4.6% | -4.2% |
| 30D | +7.0% | +3.9% | +3.1% | +4.3% |
| 3M | +7.4% | -0.8% | +8.2% | +7.5% |
| 6M | +69.3% | -18.0% | +87.3% | +93.8% |
| YTD | +11.3% | -27.6% | +38.9% | +36.8% |
| 1Y | +13.2% | -27.2% | +40.4% | +39.1% |
| 3Y | +142.0% | +76.0% | +66.0% | +80.2% |
| 5Y | -54.6% | +50.0% | -104.6% | -62.4% |
| 10Y | +243.7% | +399.1% | -155.4% | +48.3% |
| All | +196.2% | +403.4% | -207.2% | +18.7% |
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