+50.9%
LVS vs SGI
+1,402.9%
-1,352.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.7% |
| 7D | +0.3% | +9.3% | -9.0% | -3.0% |
| 30D | -3.9% | +6.9% | -10.8% | -6.3% |
| 3M | -12.9% | +2.8% | -15.7% | -14.6% |
| 6M | -16.9% | -12.6% | -4.3% | -14.4% |
| YTD | -31.2% | -21.5% | -9.7% | -26.7% |
| 1Y | -16.4% | -18.8% | +2.3% | -12.5% |
| 3Y | -4.4% | +60.8% | -65.3% | -24.5% |
| 5Y | +6.7% | +60.0% | -53.3% | -18.8% |
| 10Y | +1.4% | +267.8% | -266.4% | -53.6% |
| All | +50.9% | +1,402.9% | -1,352.0% | -79.5% |
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