+416.9%
SGI vs AVAV
+317.7%
+99.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.8% | +7.1% | -1.1% |
| 7D | +5.3% | -24.3% | +29.6% | +10.3% |
| 30D | +8.2% | -28.9% | +37.1% | +14.4% |
| 3M | -2.2% | -39.3% | +37.1% | +5.8% |
| 6M | -8.4% | -38.8% | +30.3% | -2.3% |
| YTD | -23.4% | -57.8% | +34.4% | -14.9% |
| 1Y | -14.0% | -70.9% | +56.9% | +2.0% |
| 3Y | +78.8% | -14.8% | +93.6% | +58.3% |
| 5Y | +58.6% | +7.3% | +51.3% | +26.3% |
| All | +416.9% | +317.7% | +99.3% | +163.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling