-7.0%
SGI vs LEN
-3.3%
-3.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -0.8% |
| 7D | -10.7% | -8.7% | -1.9% | -4.8% |
| 30D | -3.6% | +11.6% | -15.1% | -9.9% |
| 3M | -5.4% | -1.3% | -4.1% | -4.2% |
| 6M | -7.0% | -1.4% | -5.6% | -8.4% |
| All | -7.0% | -3.3% | -3.8% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling