+86.1%
SGI vs AVAV
-14.7%
+100.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.8% | +7.1% | -1.9% |
| 7D | +5.3% | -24.3% | +29.6% | +7.9% |
| 30D | +8.2% | -28.9% | +37.1% | +11.4% |
| 3M | -2.2% | -39.3% | +37.1% | +1.9% |
| 6M | -8.4% | -38.8% | +30.3% | -5.0% |
| YTD | -23.4% | -57.8% | +34.4% | -19.2% |
| 1Y | -14.0% | -70.9% | +56.9% | -6.7% |
| All | +86.1% | -14.7% | +100.8% | +56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling