-16.7%
AWK vs SGI
+56.1%
-72.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.2% |
| 7D | +0.6% | +0.6% | 0.0% | +0.5% |
| 30D | +4.3% | +5.5% | -1.2% | +3.6% |
| 3M | +12.5% | -3.6% | +16.1% | +12.8% |
| 6M | +3.3% | -15.0% | +18.3% | +4.7% |
| YTD | +9.8% | -23.0% | +32.8% | +12.3% |
| 1Y | +2.9% | -18.4% | +21.3% | +4.2% |
| 3Y | +9.6% | +57.8% | -48.1% | -1.4% |
| 5Y | -16.7% | +51.5% | -68.1% | -31.1% |
| All | -16.7% | +56.1% | -72.8% | -31.1% |
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 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