+1,711.4%
SGI vs SAN
+269.6%
+1,441.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.2% | -4.3% |
| 7D | +1.0% | +4.9% | -4.0% | -1.4% |
| 30D | +3.9% | -13.0% | +16.9% | +11.7% |
| 3M | -0.8% | -18.9% | +18.0% | +10.4% |
| 6M | -18.0% | -4.1% | -13.8% | -16.4% |
| YTD | -27.6% | +2.6% | -30.2% | -29.6% |
| 1Y | -27.2% | +16.9% | -44.2% | -34.0% |
| 3Y | +76.0% | +239.1% | -163.1% | -12.7% |
| 5Y | +50.0% | +266.8% | -216.9% | -31.6% |
| 10Y | +399.1% | +246.0% | +153.0% | +115.8% |
| All | +1,711.4% | +269.6% | +1,441.7% | +495.4% |
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