+40.2%
LUV vs SGI
+50.3%
-10.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | +1.5% |
| 7D | -0.1% | -4.9% | +4.8% | +2.2% |
| 30D | -14.6% | +1.6% | -16.2% | -15.4% |
| 3M | -5.7% | -3.2% | -2.5% | -4.5% |
| 6M | -8.4% | -16.0% | +7.6% | -1.8% |
| YTD | -5.1% | -25.4% | +20.3% | +6.1% |
| 1Y | +26.6% | -21.6% | +48.2% | +38.4% |
| All | +40.2% | +50.3% | -10.0% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling