+333.9%
SGI vs SAN
+275.0%
+58.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.1% |
| 7D | -10.5% | +3.4% | -13.9% | -12.0% |
| 30D | +0.1% | -6.3% | +6.4% | +3.3% |
| 3M | -4.0% | -14.1% | +10.1% | +3.3% |
| 6M | -5.6% | +4.2% | -9.8% | -8.0% |
| YTD | -29.5% | +9.0% | -38.5% | -33.4% |
| 1Y | -31.5% | +18.8% | -50.3% | -38.1% |
| 3Y | +71.6% | +252.0% | -180.4% | -14.4% |
| 5Y | +50.5% | +299.5% | -249.0% | -32.8% |
| 10Y | +333.9% | +276.7% | +57.2% | +78.3% |
| All | +333.9% | +275.0% | +58.9% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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