+1,663.9%
SGI vs SAN
+292.9%
+1,371.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.1% |
| 7D | -10.5% | +3.4% | -13.9% | -12.1% |
| 30D | +0.1% | -6.3% | +6.4% | +3.5% |
| 3M | -4.0% | -14.1% | +10.1% | +3.7% |
| 6M | -5.6% | +4.2% | -9.8% | -8.1% |
| YTD | -29.5% | +9.0% | -38.5% | -33.6% |
| 1Y | -31.5% | +18.8% | -50.3% | -38.4% |
| 3Y | +71.6% | +252.0% | -180.4% | -16.6% |
| 5Y | +50.5% | +299.5% | -249.0% | -34.4% |
| 10Y | +333.9% | +276.7% | +57.2% | +79.4% |
| All | +1,663.9% | +292.9% | +1,371.0% | +461.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling