-21.6%
SGI vs LEN
-42.7%
+21.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.5% | +0.4% | -1.0% |
| 7D | -4.9% | -7.8% | +2.9% | -0.3% |
| 30D | +1.6% | -11.0% | +12.6% | +8.8% |
| 3M | -3.2% | -12.8% | +9.6% | +4.5% |
| 6M | -16.0% | -20.2% | +4.2% | -6.8% |
| YTD | -25.4% | -23.0% | -2.4% | -15.8% |
| 1Y | -21.6% | -41.8% | +20.2% | -8.5% |
| All | -21.6% | -42.7% | +21.1% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling