-40.3%
LULU vs SGI
-21.0%
-19.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.2% | +1.8% |
| 7D | -1.6% | -4.5% | +2.8% | 0.0% |
| 30D | -18.1% | +4.2% | -22.3% | -19.4% |
| 3M | -18.8% | -7.4% | -11.3% | -17.0% |
| 6M | -39.2% | -15.1% | -24.1% | -37.1% |
| YTD | -52.4% | -24.7% | -27.7% | -48.8% |
| 1Y | -40.3% | -21.8% | -18.5% | -34.0% |
| All | -40.3% | -21.0% | -19.3% | -34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling