+1,344.7%
SGI vs AVAV
+478.6%
+866.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.9% |
| 7D | +8.5% | -2.2% | +10.8% | +9.1% |
| 30D | +0.7% | -13.9% | +14.6% | +3.5% |
| 3M | +0.6% | -29.2% | +29.8% | +6.5% |
| 6M | -17.9% | -36.1% | +18.2% | -12.1% |
| YTD | -21.2% | -40.2% | +19.0% | -16.4% |
| 1Y | -18.9% | -36.2% | +17.4% | -16.6% |
| 3Y | +52.6% | +47.5% | +5.1% | +19.5% |
| 5Y | +60.7% | +39.3% | +21.4% | +20.6% |
| 10Y | +278.1% | +482.6% | -204.5% | +76.8% |
| All | +1,344.7% | +478.6% | +866.1% | +459.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling