+222.9%
SAP vs SGI
+413.4%
-190.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.3% | -1.6% | +1.0% |
| 7D | +1.6% | -0.2% | +1.9% | +1.7% |
| 30D | +10.5% | +6.6% | +4.0% | +9.0% |
| 3M | +15.2% | +1.8% | +13.3% | +14.5% |
| 6M | +36.7% | -3.9% | +40.6% | +36.9% |
| YTD | -0.6% | -25.2% | +24.7% | +4.1% |
| 1Y | -4.1% | -26.7% | +22.6% | +0.7% |
| 3Y | +73.2% | +86.8% | -13.5% | +49.2% |
| 5Y | +74.1% | +56.6% | +17.5% | +49.7% |
| 10Y | +222.9% | +384.3% | -161.4% | +123.0% |
| All | +222.9% | +413.4% | -190.5% | +123.0% |
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