+769.2%
SGI vs STLA
+189.9%
+579.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.2% | -5.4% |
| 7D | +1.0% | -4.5% | +5.5% | +2.4% |
| 30D | +3.9% | -3.9% | +7.8% | +4.8% |
| 3M | -0.8% | -20.2% | +19.4% | +5.4% |
| 6M | -18.0% | -42.2% | +24.2% | -4.3% |
| YTD | -27.6% | -59.3% | +31.7% | -7.8% |
| 1Y | -27.2% | -56.1% | +28.8% | -9.8% |
| 3Y | +76.0% | -73.7% | +149.6% | +144.1% |
| 5Y | +50.0% | -70.3% | +120.3% | +97.8% |
| 10Y | +399.1% | +23.1% | +376.0% | +379.7% |
| All | +769.2% | +189.9% | +579.3% | +606.8% |
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