+543.0%
XYZ vs SGI
+258.5%
+284.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.8% | -1.3% | -2.7% |
| 7D | +9.2% | +5.3% | +3.9% | +6.7% |
| 30D | +9.8% | +8.2% | +1.6% | +5.8% |
| 3M | -0.2% | -2.2% | +2.0% | +1.0% |
| 6M | +18.0% | -8.4% | +26.4% | +21.9% |
| YTD | +29.1% | -23.4% | +52.5% | +44.4% |
| 1Y | +14.1% | -14.0% | +28.1% | +19.3% |
| 3Y | +72.6% | +78.8% | -6.2% | +24.9% |
| 5Y | -64.6% | +58.6% | -123.2% | -73.4% |
| 10Y | +590.0% | +427.8% | +162.1% | +203.6% |
| All | +543.0% | +258.5% | +284.5% | +166.1% |
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