+128.5%
AWK vs SGI
+270.1%
-141.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | -2.1% | -4.5% | +2.3% | -1.8% |
| 30D | +2.1% | +4.2% | -2.1% | +1.7% |
| 3M | +11.4% | -7.4% | +18.8% | +11.9% |
| 6M | +3.9% | -15.1% | +19.0% | +4.8% |
| YTD | +7.7% | -24.7% | +32.4% | +9.4% |
| 1Y | +1.3% | -21.8% | +23.1% | +2.5% |
| 3Y | +7.2% | +50.0% | -42.9% | +2.1% |
| 5Y | -17.0% | +48.9% | -65.9% | -22.6% |
| All | +128.5% | +270.1% | -141.6% | +107.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling