+60.8%
SGI vs SAN
+356.8%
-295.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.3% |
| 7D | +9.3% | +3.3% | +5.9% | +7.9% |
| 30D | +6.9% | +1.1% | +5.8% | +6.4% |
| 3M | +2.8% | +22.2% | -19.4% | -5.2% |
| 6M | -12.6% | +36.0% | -48.6% | -22.1% |
| YTD | -21.5% | +28.2% | -49.8% | -29.4% |
| 1Y | -18.8% | +54.1% | -72.9% | -31.4% |
| 3Y | +60.8% | +354.2% | -293.4% | -7.1% |
| All | +60.8% | +356.8% | -295.9% | -7.1% |
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