+55.2%
HYG vs SGI
+270.1%
-214.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | -0.7% | -4.5% | +3.7% | -0.4% |
| 30D | -0.7% | +4.2% | -4.9% | -1.1% |
| 3M | -0.2% | -7.4% | +7.3% | +0.3% |
| 6M | +1.4% | -15.1% | +16.5% | +2.4% |
| YTD | +1.5% | -24.7% | +26.1% | +3.2% |
| 1Y | +2.9% | -21.8% | +24.7% | +4.2% |
| 3Y | +25.6% | +50.0% | -24.4% | +19.8% |
| 5Y | +18.6% | +48.9% | -30.4% | +11.0% |
| All | +55.2% | +270.1% | -214.9% | +31.4% |
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 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