+76.0%
SGI vs SAN
+235.5%
-159.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.2% | -4.5% |
| 7D | +1.0% | +4.9% | -4.0% | -0.9% |
| 30D | +3.9% | -13.0% | +16.9% | +9.9% |
| 3M | -0.8% | -18.9% | +18.0% | +7.9% |
| 6M | -18.0% | -4.1% | -13.8% | -16.6% |
| YTD | -27.6% | +2.6% | -30.2% | -28.9% |
| 1Y | -27.2% | +16.9% | -44.2% | -31.6% |
| 3Y | +76.0% | +239.1% | -163.1% | +12.5% |
| All | +76.0% | +235.5% | -159.5% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling