+344.2%
SGI vs USHY
+50.7%
+293.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +9.3% | 0.0% | +9.3% | +9.2% |
| 30D | +6.9% | 0.0% | +6.9% | +7.0% |
| 3M | +2.8% | +1.2% | +1.7% | 0.0% |
| 6M | -12.6% | +2.6% | -15.2% | -17.6% |
| YTD | -21.5% | +2.4% | -24.0% | -25.6% |
| 1Y | -18.8% | +4.2% | -23.0% | -26.3% |
| 3Y | +60.8% | +28.0% | +32.8% | -13.2% |
| 5Y | +60.0% | +21.8% | +38.2% | +3.2% |
| All | +344.2% | +50.7% | +293.5% | +97.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling