+1,872.3%
SGI vs SAN
+364.3%
+1,508.0%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | +8.5% | +1.8% | +6.8% | +7.6% |
| 30D | +0.7% | +2.0% | -1.3% | -0.3% |
| 3M | +0.6% | +19.7% | -19.1% | -8.7% |
| 6M | -17.9% | +30.6% | -48.6% | -28.6% |
| YTD | -21.2% | +28.8% | -50.0% | -31.8% |
| 1Y | -18.9% | +57.8% | -76.6% | -37.1% |
| 3Y | +52.6% | +338.1% | -285.5% | -33.9% |
| 5Y | +60.7% | +384.2% | -323.5% | -36.9% |
| 10Y | +278.1% | +353.1% | -75.0% | +41.5% |
| All | +1,872.3% | +364.3% | +1,508.0% | +476.7% |
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