+3.4%
MUB vs SGI
+48.7%
-45.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.3% |
| 7D | +0.4% | -10.5% | +10.9% | +0.7% |
| 30D | +3.6% | +0.1% | +3.5% | +3.6% |
| 3M | -0.5% | -4.0% | +3.5% | -0.5% |
| 6M | -0.6% | -5.6% | +5.0% | -0.6% |
| YTD | +0.3% | -29.5% | +29.8% | +0.8% |
| 1Y | +0.4% | -31.5% | +31.9% | +1.0% |
| 3Y | +10.8% | +71.6% | -60.8% | +9.4% |
| 5Y | +3.4% | +50.5% | -47.1% | +1.4% |
| All | +3.4% | +48.7% | -45.3% | +1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling