+1,872.3%
SGI vs HIG
+292.6%
+1,579.6%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | +8.5% | +0.3% | +8.2% | +8.4% |
| 30D | +0.7% | -3.2% | +3.9% | +1.7% |
| 3M | +0.6% | +9.1% | -8.5% | -2.7% |
| 6M | -17.9% | -1.8% | -16.2% | -17.8% |
| YTD | -21.2% | +1.8% | -22.9% | -22.0% |
| 1Y | -18.9% | +4.6% | -23.4% | -20.5% |
| 3Y | +52.6% | +101.6% | -49.0% | +19.9% |
| 5Y | +60.7% | +124.5% | -63.8% | +22.2% |
| 10Y | +278.1% | +317.8% | -39.7% | +141.4% |
| All | +1,872.3% | +292.6% | +1,579.6% | +1,178.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling