+262.8%
SGI vs WY
+7.6%
+255.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.8% |
| 7D | -4.5% | -4.2% | -0.3% | -1.6% |
| 30D | +4.2% | -10.1% | +14.3% | +11.9% |
| 3M | -7.4% | -8.5% | +1.0% | -2.3% |
| 6M | -15.1% | -3.3% | -11.7% | -13.2% |
| YTD | -24.7% | -4.4% | -20.3% | -23.0% |
| 1Y | -21.8% | -11.5% | -10.3% | -16.1% |
| 3Y | +50.0% | -24.3% | +74.4% | +75.7% |
| 5Y | +48.9% | -21.3% | +70.3% | +71.4% |
| All | +262.8% | +7.6% | +255.2% | +224.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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