+184.4%
LUV vs SGI
+2,073.9%
-1,889.5%
-72.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | +3.1% | +9.3% | -6.2% | +1.1% |
| 30D | -17.4% | +6.9% | -24.3% | -18.7% |
| 3M | -4.9% | +2.8% | -7.7% | -5.4% |
| 6M | -5.7% | -12.6% | +6.9% | -2.9% |
| YTD | -5.2% | -21.5% | +16.3% | -0.3% |
| 1Y | +24.1% | -18.8% | +42.9% | +29.4% |
| 3Y | +39.6% | +60.8% | -21.2% | +25.2% |
| 5Y | -12.5% | +60.0% | -72.5% | -23.3% |
| 10Y | +12.9% | +267.8% | -254.9% | -22.4% |
| All | +184.4% | +2,073.9% | -1,889.5% | +11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling