+5.7%
IYR vs SGI
+56.1%
-50.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.7% |
| 7D | -0.9% | +0.6% | -1.5% | -1.1% |
| 30D | -2.4% | +5.5% | -7.9% | -3.7% |
| 3M | -2.0% | -3.6% | +1.6% | -1.7% |
| 6M | +2.5% | -15.0% | +17.5% | +5.4% |
| YTD | +8.3% | -23.0% | +31.3% | +13.7% |
| 1Y | +6.5% | -18.4% | +24.9% | +9.6% |
| 3Y | +29.3% | +57.8% | -28.4% | +9.6% |
| 5Y | +5.7% | +51.5% | -45.8% | -13.6% |
| All | +5.7% | +56.1% | -50.5% | -13.6% |
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 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