-12.1%
SGI vs AVAV
-68.0%
+56.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -8.3% | +15.2% | +7.5% |
| 7D | +12.1% | -10.1% | +22.2% | +12.9% |
| 30D | +12.1% | -18.7% | +30.8% | +13.9% |
| 3M | +0.4% | -33.0% | +33.4% | +3.6% |
| 6M | -4.0% | -37.2% | +33.2% | -0.9% |
| YTD | -21.2% | -53.2% | +31.9% | -16.5% |
| 1Y | -12.1% | -69.0% | +56.9% | -11.9% |
| All | -12.1% | -68.0% | +56.0% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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