-31.8%
LVS vs SGI
-10.7%
-21.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.8% | -0.3% | +5.1% |
| 7D | +13.4% | +12.1% | +1.3% | +11.0% |
| 30D | +12.2% | +12.1% | +0.1% | +9.7% |
| 3M | -10.7% | +0.4% | -11.2% | -11.3% |
| 6M | -19.8% | -4.0% | -15.8% | -20.1% |
| YTD | -35.8% | -21.2% | -14.5% | -34.0% |
| 1Y | -31.8% | -12.1% | -19.7% | -31.4% |
| All | -31.8% | -10.7% | -21.1% | -31.4% |
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