+313.4%
SGI vs WING
+685.5%
-372.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.2% | -1.1% | -3.9% |
| 7D | -3.9% | +5.0% | -8.9% | -5.4% |
| 30D | +0.9% | +38.7% | -37.8% | -9.9% |
| 3M | -2.9% | +44.7% | -47.6% | -15.6% |
| 6M | -9.0% | +31.5% | -40.4% | -19.4% |
| YTD | -29.2% | -28.4% | -0.8% | -24.9% |
| 1Y | -32.3% | -28.2% | -4.1% | -28.6% |
| 3Y | +72.4% | -18.4% | +90.8% | +53.2% |
| 5Y | +50.6% | +5.2% | +45.4% | +11.3% |
| 10Y | +335.2% | +699.8% | -364.6% | +59.3% |
| All | +313.4% | +685.5% | -372.1% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling