+72.0%
SGI vs SUI
+17.9%
+54.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | -0.1% |
| 7D | -10.5% | -2.4% | -8.0% | -9.6% |
| 30D | +0.1% | +3.3% | -3.2% | -1.1% |
| 3M | -4.0% | +0.7% | -4.6% | -4.3% |
| 6M | -5.6% | -4.1% | -1.5% | -4.5% |
| YTD | -29.5% | -1.8% | -27.7% | -29.3% |
| 1Y | -31.5% | -4.1% | -27.5% | -30.7% |
| All | +72.0% | +17.9% | +54.0% | +46.2% |
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