+78.2%
SAP vs SGI
+58.5%
+19.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.2% | +2.2% |
| 7D | +4.0% | +5.3% | -1.3% | +2.6% |
| 30D | +15.7% | +8.2% | +7.5% | +13.2% |
| 3M | +23.4% | -2.2% | +25.6% | +23.7% |
| 6M | +41.3% | -8.4% | +49.7% | +42.9% |
| YTD | +2.0% | -23.4% | +25.4% | +7.6% |
| 1Y | -5.1% | -14.0% | +8.9% | -3.5% |
| 3Y | +82.1% | +78.8% | +3.4% | +47.7% |
| All | +78.2% | +58.5% | +19.6% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling