-3.3%
LVS vs SGI
+270.1%
-273.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.2% |
| 7D | -3.5% | -4.5% | +1.0% | -2.1% |
| 30D | -6.2% | +4.2% | -10.4% | -7.5% |
| 3M | -14.8% | -7.4% | -7.4% | -13.3% |
| 6M | -20.9% | -15.1% | -5.8% | -18.1% |
| YTD | -33.0% | -24.7% | -8.4% | -28.3% |
| 1Y | -20.0% | -21.8% | +1.7% | -15.8% |
| 3Y | -6.9% | +50.0% | -57.0% | -21.8% |
| 5Y | +9.1% | +48.9% | -39.9% | -12.0% |
| All | -3.3% | +270.1% | -273.4% | -47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling