-17.7%
LVS vs SGI
-17.2%
-0.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -1.5% | +8.5% | -10.0% | -2.8% |
| 30D | -3.2% | +0.7% | -3.9% | -3.5% |
| 3M | -12.0% | +0.6% | -12.6% | -12.5% |
| 6M | -19.9% | -17.9% | -2.0% | -17.8% |
| YTD | -30.6% | -21.2% | -9.5% | -28.7% |
| 1Y | -17.7% | -18.9% | +1.1% | -15.2% |
| All | -17.7% | -17.2% | -0.6% | -15.2% |
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