-2.6%
AGG vs SGI
+47.3%
-49.9%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | -1.1% | -4.5% | +3.4% | -0.9% |
| 30D | -1.1% | +4.2% | -5.3% | -1.3% |
| 3M | -1.9% | -7.4% | +5.5% | -1.7% |
| 6M | -1.7% | -15.1% | +13.3% | -1.3% |
| YTD | -1.3% | -24.7% | +23.4% | -0.6% |
| 1Y | -0.7% | -21.8% | +21.0% | -0.2% |
| 3Y | +12.5% | +50.0% | -37.6% | +10.3% |
| All | -2.6% | +47.3% | -49.9% | -6.4% |
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