-12.3%
LUV vs SGI
+47.3%
-59.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.0% |
| 7D | -1.0% | -4.5% | +3.5% | +0.8% |
| 30D | -12.4% | +4.2% | -16.5% | -13.9% |
| 3M | -11.0% | -7.4% | -3.5% | -8.4% |
| 6M | -5.0% | -15.1% | +10.1% | +0.8% |
| YTD | -3.8% | -24.7% | +20.9% | +6.2% |
| 1Y | +25.9% | -21.8% | +47.7% | +36.7% |
| 3Y | +42.2% | +50.0% | -7.8% | +20.3% |
| All | -12.3% | +47.3% | -59.6% | -31.6% |
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