+335.2%
SGI vs AVAV
+358.8%
-23.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.7% | -2.5% | -4.8% |
| 7D | -3.9% | 0.0% | -3.9% | -4.4% |
| 30D | +0.9% | -9.9% | +10.9% | +2.2% |
| 3M | -2.9% | -34.7% | +31.8% | +3.7% |
| 6M | -9.0% | -26.6% | +17.7% | -6.2% |
| YTD | -29.2% | -48.9% | +19.8% | -24.0% |
| 1Y | -32.3% | -63.0% | +30.8% | -23.1% |
| 3Y | +72.4% | +1.6% | +70.8% | +48.0% |
| 5Y | +50.6% | +34.5% | +16.1% | +14.9% |
| 10Y | +335.2% | +359.3% | -24.0% | +134.9% |
| All | +335.2% | +358.8% | -23.5% | +134.9% |
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