+1,618.0%
LITE vs SGI
+381.8%
+1,236.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.3% | +7.4% | +9.6% |
| 7D | -12.9% | -0.2% | -12.7% | -13.0% |
| 30D | -46.0% | +6.6% | -52.5% | -47.6% |
| 3M | -33.0% | +1.8% | -34.9% | -34.6% |
| 6M | -34.0% | -3.9% | -30.1% | -35.2% |
| YTD | +61.7% | -25.2% | +87.0% | +71.0% |
| 1Y | +148.3% | -26.7% | +175.0% | +164.9% |
| 3Y | +1,408.5% | +86.8% | +1,321.7% | +1,073.0% |
| 5Y | +546.2% | +56.6% | +489.5% | +408.5% |
| All | +1,618.0% | +381.8% | +1,236.2% | +816.9% |
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