+235.4%
SAP vs SGI
+318.6%
-83.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.6% |
| 7D | -3.9% | -10.7% | +6.8% | -1.7% |
| 30D | +6.5% | -3.6% | +10.1% | +7.2% |
| 3M | +14.7% | -5.4% | +20.1% | +15.7% |
| 6M | +39.9% | -7.0% | +47.0% | +41.1% |
| YTD | -2.0% | -31.6% | +29.6% | +4.4% |
| 1Y | -6.0% | -33.5% | +27.5% | +0.7% |
| 3Y | +67.7% | +66.5% | +1.2% | +47.5% |
| 5Y | +78.8% | +42.2% | +36.6% | +56.5% |
| All | +235.4% | +318.6% | -83.2% | +134.5% |
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 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