-19.3%
SGI vs IRE
-98.0%
+78.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -33.9% | +31.2% | -2.2% |
| 7D | +5.3% | -57.1% | +62.5% | +6.7% |
| 30D | +8.2% | -84.4% | +92.6% | +12.0% |
| 3M | -2.2% | -85.0% | +82.7% | +0.9% |
| 6M | -8.4% | -95.2% | +86.8% | -3.6% |
| YTD | -23.4% | -93.9% | +70.5% | -19.6% |
| 1Y | -14.0% | -98.8% | +84.9% | -15.9% |
| All | -19.3% | -98.0% | +78.7% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling