-6.0%
SAP vs SGI
-31.8%
+25.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.3% |
| 7D | -2.5% | -10.5% | +8.0% | -0.2% |
| 30D | +7.5% | +0.1% | +7.3% | +7.4% |
| 3M | +11.6% | -4.0% | +15.6% | +12.5% |
| 6M | +37.6% | -5.6% | +43.3% | +38.3% |
| YTD | -2.0% | -29.5% | +27.6% | +3.8% |
| All | -6.0% | -31.8% | +25.8% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling