-18.9%
SGI vs USHY
+4.6%
-23.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.7% |
| 7D | +8.5% | -0.1% | +8.7% | +9.4% |
| 30D | +0.7% | +0.1% | +0.6% | +0.2% |
| 3M | +0.6% | +0.8% | -0.2% | -3.7% |
| 6M | -17.9% | +1.7% | -19.7% | -24.6% |
| YTD | -21.2% | +2.5% | -23.7% | -29.0% |
| 1Y | -18.9% | +4.4% | -23.3% | -30.7% |
| All | -18.9% | +4.6% | -23.4% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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