+51.5%
SGI vs SPXU
-85.9%
+137.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.4% | -3.3% | -1.3% |
| 7D | +0.6% | +1.3% | -0.7% | +1.2% |
| 30D | +5.5% | +5.1% | +0.4% | +8.1% |
| 3M | -3.6% | -9.1% | +5.5% | -6.4% |
| 6M | -15.0% | -29.6% | +14.6% | -24.6% |
| YTD | -23.0% | -27.7% | +4.7% | -30.5% |
| 1Y | -18.4% | -37.0% | +18.5% | -30.0% |
| 3Y | +57.8% | -80.2% | +137.9% | -8.2% |
| 5Y | +51.5% | -86.0% | +137.5% | -5.3% |
| All | +51.5% | -85.9% | +137.3% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling