+153.0%
HYG vs SGI
+1,003.9%
-850.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | 0.0% |
| 7D | -0.2% | +0.6% | -0.8% | -0.2% |
| 30D | -0.1% | +5.5% | -5.6% | -0.6% |
| 3M | +0.7% | -3.6% | +4.3% | +0.8% |
| 6M | +1.5% | -15.0% | +16.6% | +2.5% |
| YTD | +1.9% | -23.0% | +25.0% | +3.7% |
| 1Y | +3.7% | -18.4% | +22.1% | +4.8% |
| 3Y | +26.5% | +57.8% | -31.3% | +19.8% |
| 5Y | +19.0% | +51.5% | -32.5% | +11.3% |
| 10Y | +56.5% | +275.2% | -218.7% | +29.0% |
| All | +153.0% | +1,003.9% | -850.9% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling