-64.5%
XYZ vs SGI
+58.5%
-123.0%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -2.0% |
| 7D | +9.2% | +5.3% | +3.9% | +5.5% |
| 30D | +9.8% | +8.2% | +1.6% | +3.8% |
| 3M | -0.2% | -2.2% | +2.0% | +1.3% |
| 6M | +18.0% | -8.4% | +26.4% | +23.0% |
| YTD | +29.1% | -23.4% | +52.5% | +51.1% |
| 1Y | +14.1% | -14.0% | +28.1% | +19.4% |
| 3Y | +72.6% | +78.8% | -6.2% | -7.8% |
| All | -64.5% | +58.5% | -123.0% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling