-12.1%
SGI vs SPXU
-30.4%
+18.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -4.9% | +11.7% | +4.4% |
| 7D | +12.1% | +2.2% | +9.9% | +13.4% |
| 30D | +12.1% | +3.8% | +8.3% | +14.4% |
| 3M | +0.4% | +3.3% | -2.8% | +2.8% |
| 6M | -4.0% | -16.7% | +12.7% | -10.5% |
| YTD | -21.2% | -28.6% | +7.4% | -32.1% |
| 1Y | -12.1% | -30.6% | +18.5% | -24.2% |
| All | -12.1% | -30.4% | +18.3% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling