+1,872.3%
SGI vs SPYG
+1,289.7%
+582.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.7% |
| 7D | +8.5% | +0.4% | +8.2% | +8.1% |
| 30D | +0.7% | -0.4% | +1.1% | +1.3% |
| 3M | +0.6% | +0.5% | +0.1% | -0.7% |
| 6M | -17.9% | +17.5% | -35.4% | -33.5% |
| YTD | -21.2% | +14.3% | -35.5% | -34.2% |
| 1Y | -18.9% | +21.7% | -40.6% | -38.1% |
| 3Y | +52.6% | +98.6% | -46.0% | -42.0% |
| 5Y | +60.7% | +85.1% | -24.4% | -33.2% |
| 10Y | +278.1% | +412.0% | -133.9% | -63.3% |
| All | +1,872.3% | +1,289.7% | +582.5% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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