+68.4%
SAP vs SGI
+67.2%
+1.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +0.6% | -5.3% | +5.9% | +1.9% |
| 30D | +6.5% | -2.1% | +8.6% | +6.9% |
| 3M | +12.2% | -8.2% | +20.4% | +14.3% |
| 6M | +46.1% | -4.6% | +50.6% | +46.3% |
| YTD | -1.6% | -31.5% | +29.8% | +6.2% |
| 1Y | -5.1% | -30.8% | +25.7% | +2.1% |
| 3Y | +68.4% | +67.2% | +1.1% | +46.9% |
| All | +68.4% | +67.2% | +1.1% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling