+39.7%
LVS vs SGI
+1,212.8%
-1,173.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.5% | +2.6% |
| 7D | -0.8% | -5.3% | +4.5% | +1.0% |
| 30D | +10.0% | -2.1% | +12.1% | +10.4% |
| 3M | -11.0% | -8.2% | -2.9% | -8.7% |
| 6M | -20.1% | -4.6% | -15.6% | -20.2% |
| YTD | -36.3% | -31.5% | -4.9% | -29.0% |
| 1Y | -36.8% | -30.8% | -6.0% | -29.9% |
| 3Y | -9.5% | +67.2% | -76.8% | -29.5% |
| 5Y | +9.3% | +42.5% | -33.2% | -13.4% |
| 10Y | -11.0% | +321.9% | -332.8% | -60.9% |
| All | +39.7% | +1,212.8% | -1,173.1% | -80.2% |
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 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