+176.2%
SAP vs SGI
+261.3%
-85.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.6% |
| 7D | -0.3% | +9.3% | -9.5% | -2.0% |
| 30D | +2.6% | +6.9% | -4.3% | +1.2% |
| 3M | +16.3% | +2.8% | +13.4% | +15.2% |
| 6M | +6.4% | -12.6% | +19.0% | +8.3% |
| YTD | -11.4% | -21.5% | +10.1% | -8.2% |
| 1Y | -20.4% | -18.8% | -1.7% | -18.3% |
| 3Y | +56.5% | +60.8% | -4.3% | +39.0% |
| 5Y | +56.8% | +60.0% | -3.2% | +34.8% |
| 10Y | +176.2% | +267.8% | -91.6% | +94.7% |
| All | +176.2% | +261.3% | -85.2% | +94.7% |
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