-12.1%
SGI vs SUI
+1.6%
-13.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.2% | +1.7% | +4.3% |
| 7D | +12.1% | +10.0% | +2.0% | +7.4% |
| 30D | +12.1% | +8.4% | +3.7% | +7.9% |
| 3M | +0.4% | +0.7% | -0.2% | -0.7% |
| 6M | -4.0% | -0.9% | -3.1% | -5.1% |
| YTD | -21.2% | +0.6% | -21.9% | -22.1% |
| 1Y | -12.1% | +0.8% | -12.8% | -12.5% |
| All | -12.1% | +1.6% | -13.7% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 1y: compounded portfolio wealth divided by compounded SUI 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…
1y analysis · Full analysis span regression · 6 months rolling