+708.2%
SAP vs SGI
+1,905.4%
-1,197.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.5% | +1.3% | -3.2% |
| 7D | -0.7% | +1.0% | -1.6% | -0.9% |
| 30D | +11.1% | +3.9% | +7.2% | +10.3% |
| 3M | +17.0% | -0.8% | +17.9% | +17.0% |
| 6M | +34.8% | -18.0% | +52.8% | +38.6% |
| YTD | -2.2% | -27.6% | +25.4% | +2.2% |
| 1Y | -6.4% | -27.2% | +20.8% | -2.3% |
| 3Y | +75.1% | +76.0% | -0.8% | +55.9% |
| 5Y | +69.8% | +50.0% | +19.9% | +51.5% |
| 10Y | +219.8% | +399.1% | -179.2% | +118.2% |
| All | +708.2% | +1,905.4% | -1,197.3% | +264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling