-30.8%
SGI vs SAN
+12.6%
-43.5%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | -0.1% |
| 7D | -5.3% | +4.0% | -9.3% | -7.4% |
| 30D | -2.1% | -7.8% | +5.8% | +1.8% |
| 3M | -8.2% | -16.4% | +8.2% | +0.5% |
| 6M | -4.6% | +3.5% | -8.1% | -7.3% |
| YTD | -31.5% | +6.7% | -38.1% | -36.5% |
| 1Y | -30.8% | +14.5% | -45.3% | -38.8% |
| All | -30.8% | +12.6% | -43.5% | -38.8% |
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