-12.1%
SGI vs USHY
+1.9%
-13.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +3.1% |
| 7D | +12.1% | -0.2% | +12.2% | +13.2% |
| 30D | +12.1% | +0.7% | +11.4% | +7.5% |
| 3M | +0.4% | -2.2% | +2.6% | +15.8% |
| 6M | -4.0% | -0.9% | -3.2% | +2.3% |
| YTD | -21.2% | +0.2% | -21.4% | -19.0% |
| 1Y | -12.1% | +1.7% | -13.8% | -17.3% |
| All | -12.1% | +1.9% | -13.9% | -17.3% |
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