+60.0%
SGI vs SAN
+381.9%
-321.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.2% |
| 7D | +9.3% | +3.3% | +5.9% | +7.8% |
| 30D | +6.9% | +1.1% | +5.8% | +6.4% |
| 3M | +2.8% | +22.2% | -19.4% | -6.0% |
| 6M | -12.6% | +36.0% | -48.6% | -23.3% |
| YTD | -21.5% | +28.2% | -49.8% | -30.2% |
| 1Y | -18.8% | +54.1% | -72.9% | -33.3% |
| 3Y | +60.8% | +354.2% | -293.4% | -20.5% |
| 5Y | +60.0% | +387.3% | -327.3% | -29.6% |
| All | +60.0% | +381.9% | -321.9% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling