-18.4%
SGI vs SAN
+53.7%
-72.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -12.5% |
| 6M | -15.0% | +32.7% | -47.7% | -25.8% |
| YTD | -23.0% | +26.7% | -49.7% | -33.4% |
| 1Y | -18.4% | +51.6% | -70.1% | -33.5% |
| All | -18.4% | +53.7% | -72.1% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling