+259.2%
SGI vs HIG
+315.0%
-55.8%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -4.9% | -2.3% | -2.6% | -3.3% |
| 30D | +1.6% | -1.2% | +2.8% | +2.3% |
| 3M | -3.2% | +6.3% | -9.5% | -8.3% |
| 6M | -16.0% | +0.6% | -16.6% | -17.4% |
| YTD | -25.4% | +0.6% | -26.0% | -26.9% |
| 1Y | -21.6% | +6.1% | -27.7% | -26.4% |
| 3Y | +52.9% | +102.0% | -49.1% | -15.2% |
| 5Y | +47.5% | +119.2% | -71.7% | -24.5% |
| All | +259.2% | +315.0% | -55.8% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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