+17.5%
LUV vs SGI
+270.1%
-252.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.1% |
| 7D | -1.0% | -4.5% | +3.5% | +0.3% |
| 30D | -12.4% | +4.2% | -16.5% | -13.5% |
| 3M | -11.0% | -7.4% | -3.5% | -9.1% |
| 6M | -5.0% | -15.1% | +10.1% | -0.6% |
| YTD | -3.8% | -24.7% | +20.9% | +3.7% |
| 1Y | +25.9% | -21.8% | +47.7% | +34.1% |
| 3Y | +42.2% | +50.0% | -7.8% | +26.1% |
| 5Y | -10.8% | +48.9% | -59.7% | -23.8% |
| All | +17.5% | +270.1% | -252.6% | -21.8% |
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