+275.2%
SGI vs WING
+359.3%
-84.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.0% | -2.9% | -2.3% |
| 7D | +0.6% | -2.3% | +2.9% | +1.4% |
| 30D | +5.5% | -5.6% | +11.2% | +7.1% |
| 3M | -3.6% | -22.9% | +19.3% | +4.1% |
| 6M | -15.0% | -50.4% | +35.4% | +6.2% |
| YTD | -23.0% | -53.3% | +30.3% | -3.9% |
| 1Y | -18.4% | -61.2% | +42.8% | +7.5% |
| 3Y | +57.8% | -30.1% | +87.8% | +42.5% |
| 5Y | +51.5% | -35.0% | +86.5% | +29.1% |
| 10Y | +275.2% | +375.5% | -100.4% | +43.9% |
| All | +275.2% | +359.3% | -84.1% | +43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling