+261.1%
SGI vs SUI
+108.4%
+152.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.7% |
| 7D | +8.5% | -2.8% | +11.4% | +10.5% |
| 30D | +0.7% | -1.2% | +1.9% | +1.3% |
| 3M | +0.6% | -1.7% | +2.3% | +1.1% |
| 6M | -17.9% | -10.5% | -7.5% | -12.5% |
| YTD | -21.2% | -1.8% | -19.3% | -20.9% |
| 1Y | -18.9% | -4.1% | -14.8% | -17.7% |
| 3Y | +52.6% | +11.3% | +41.4% | +34.5% |
| 5Y | +60.7% | -32.1% | +92.8% | +99.6% |
| All | +261.1% | +108.4% | +152.7% | +220.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling