+259.2%
SGI vs LEN
+103.6%
+155.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -0.8% |
| 7D | -4.9% | -7.8% | +2.9% | +0.1% |
| 30D | +1.6% | -11.0% | +12.6% | +9.5% |
| 3M | -3.2% | -12.8% | +9.6% | +5.4% |
| 6M | -16.0% | -20.2% | +4.2% | -2.9% |
| YTD | -25.4% | -23.0% | -2.4% | -12.4% |
| 1Y | -21.6% | -41.8% | +20.2% | +8.6% |
| 3Y | +52.9% | -28.8% | +81.7% | +76.8% |
| 5Y | +47.5% | -12.6% | +60.1% | +44.8% |
| All | +259.2% | +103.6% | +155.6% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LEN 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling