+746.4%
SGI vs STLA
+168.9%
+577.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.1% | +0.6% |
| 7D | -10.5% | -11.6% | +1.1% | -7.1% |
| 30D | +0.1% | -6.2% | +6.3% | +1.8% |
| 3M | -4.0% | -24.6% | +20.6% | +3.9% |
| 6M | -5.6% | -44.9% | +39.3% | +11.7% |
| YTD | -29.5% | -62.3% | +32.8% | -8.2% |
| 1Y | -31.5% | -61.8% | +30.3% | -11.4% |
| 3Y | +71.6% | -75.3% | +146.9% | +142.8% |
| 5Y | +50.5% | -72.5% | +123.0% | +103.3% |
| 10Y | +333.9% | +0.8% | +333.1% | +334.4% |
| All | +746.4% | +168.9% | +577.5% | +604.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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