+333.9%
SGI vs SPY
+311.8%
+22.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -2.2% |
| 7D | -10.5% | -0.9% | -9.6% | -9.5% |
| 30D | +0.1% | -2.4% | +2.5% | +3.1% |
| 3M | -4.0% | -1.2% | -2.8% | -2.6% |
| 6M | -5.6% | +3.3% | -8.9% | -9.7% |
| YTD | -29.5% | +12.3% | -41.8% | -39.5% |
| 1Y | -31.5% | +12.4% | -44.0% | -41.3% |
| 3Y | +71.6% | +78.8% | -7.2% | -23.7% |
| 5Y | +50.5% | +75.2% | -24.6% | -29.5% |
| 10Y | +333.9% | +311.1% | +22.8% | -45.2% |
| All | +333.9% | +311.8% | +22.1% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling