-17.3%
SGI vs IRE
-82.8%
+65.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.2% | -10.7% | -0.7% |
| 7D | +9.3% | +58.9% | -49.6% | +7.9% |
| 30D | +6.9% | +17.2% | -10.3% | +6.1% |
| 3M | +2.8% | -58.6% | +61.5% | +4.5% |
| 6M | -12.6% | -23.5% | +10.9% | -12.9% |
| YTD | -21.5% | -47.4% | +25.9% | -21.0% |
| All | -17.3% | -82.8% | +65.6% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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