+86.1%
SGI vs SUI
+16.8%
+69.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.1% |
| 7D | +5.3% | +8.8% | -3.4% | +2.0% |
| 30D | +8.2% | +8.9% | -0.8% | +4.6% |
| 3M | -2.2% | +2.0% | -4.2% | -3.1% |
| 6M | -8.4% | -0.6% | -7.8% | -8.7% |
| YTD | -23.4% | +1.3% | -24.8% | -24.2% |
| 1Y | -14.0% | +1.3% | -15.2% | -14.8% |
| All | +86.1% | +16.8% | +69.3% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling