+388.8%
SGI vs SUI
+115.7%
+273.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -4.5% |
| 7D | +1.0% | +6.2% | -5.3% | -2.7% |
| 30D | +3.9% | +8.6% | -4.7% | -1.4% |
| 3M | -0.8% | +1.0% | -1.8% | -1.6% |
| 6M | -18.0% | -2.6% | -15.4% | -17.1% |
| YTD | -27.6% | -0.1% | -27.5% | -28.2% |
| 1Y | -27.2% | +0.5% | -27.7% | -28.1% |
| 3Y | +76.0% | +15.3% | +60.7% | +51.9% |
| 5Y | +50.0% | -26.1% | +76.1% | +76.0% |
| All | +388.8% | +115.7% | +273.0% | +338.3% |
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