+275.2%
SGI vs SAN
+329.5%
-54.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.3% |
| 7D | +0.6% | -0.5% | +1.1% | +0.9% |
| 30D | +5.5% | -0.1% | +5.6% | +5.6% |
| 3M | -3.6% | +19.6% | -23.2% | -12.1% |
| 6M | -15.0% | +32.7% | -47.7% | -26.0% |
| YTD | -23.0% | +26.7% | -49.7% | -32.3% |
| 1Y | -18.4% | +51.6% | -70.1% | -34.6% |
| 3Y | +57.8% | +348.7% | -291.0% | -30.1% |
| 5Y | +51.5% | +378.7% | -327.3% | -38.1% |
| 10Y | +275.2% | +336.9% | -61.8% | +42.4% |
| All | +275.2% | +329.5% | -54.4% | +42.4% |
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