+155.1%
AWK vs SGI
+318.6%
-163.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.6% |
| 7D | -2.6% | -10.7% | +8.1% | -1.8% |
| 30D | +14.2% | -3.6% | +17.7% | +14.4% |
| 3M | +10.0% | -5.4% | +15.4% | +10.4% |
| 6M | +17.1% | -7.0% | +24.1% | +17.4% |
| YTD | +16.1% | -31.6% | +47.7% | +18.8% |
| 1Y | +17.5% | -33.5% | +51.1% | +20.5% |
| 3Y | +29.3% | +66.5% | -37.1% | +22.0% |
| 5Y | -3.5% | +42.2% | -45.7% | -9.9% |
| All | +155.1% | +318.6% | -163.5% | +133.1% |
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 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