+56.4%
SAP vs SGI
+60.4%
-4.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.0% |
| 7D | -2.9% | +8.5% | -11.4% | -4.9% |
| 30D | +9.0% | +0.7% | +8.3% | +8.6% |
| 3M | +14.9% | +0.6% | +14.3% | +14.2% |
| 6M | +11.9% | -17.9% | +29.8% | +16.4% |
| YTD | -9.9% | -21.2% | +11.3% | -5.6% |
| 1Y | -19.5% | -18.9% | -0.7% | -16.7% |
| 3Y | +61.8% | +52.6% | +9.2% | +37.7% |
| All | +56.4% | +60.4% | -4.0% | +18.9% |
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