+65.6%
IYR vs SGI
+266.5%
-200.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.3% |
| 7D | -2.8% | -4.9% | +2.1% | -1.8% |
| 30D | -2.5% | +1.6% | -4.1% | -3.0% |
| 3M | -3.0% | -3.2% | +0.2% | -2.7% |
| 6M | +1.6% | -16.0% | +17.7% | +4.4% |
| YTD | +7.3% | -25.4% | +32.7% | +12.5% |
| 1Y | +5.6% | -21.6% | +27.2% | +9.2% |
| 3Y | +28.1% | +52.9% | -24.7% | +13.6% |
| 5Y | +6.1% | +47.5% | -41.4% | -8.3% |
| All | +65.6% | +266.5% | -200.8% | +10.6% |
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