+388.8%
SGI vs AVAV
+361.4%
+27.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +10.5% | -15.9% | -7.2% |
| 7D | +1.0% | -10.6% | +11.5% | +2.5% |
| 30D | +3.9% | -18.8% | +22.7% | +7.1% |
| 3M | -0.8% | -34.1% | +33.3% | +5.7% |
| 6M | -18.0% | -35.3% | +17.4% | -13.5% |
| YTD | -27.6% | -53.4% | +25.8% | -21.0% |
| 1Y | -27.2% | -65.6% | +38.4% | -16.3% |
| 3Y | +76.0% | -5.1% | +81.1% | +52.6% |
| 5Y | +50.0% | +18.5% | +31.4% | +17.1% |
| All | +388.8% | +361.4% | +27.4% | +144.8% |
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