-16.8%
SGI vs WING
-63.8%
+47.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.7% | -0.5% |
| 7D | +9.3% | -0.1% | +9.4% | +9.3% |
| 30D | +6.9% | -6.0% | +12.9% | +7.7% |
| 3M | +2.8% | -23.5% | +26.3% | +6.8% |
| 6M | -12.6% | -52.0% | +39.4% | -5.0% |
| YTD | -21.5% | -53.8% | +32.3% | -13.4% |
| All | -16.8% | -63.8% | +47.0% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling