+1,615.1%
SGI vs WY
+98.7%
+1,516.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -1.0% |
| 7D | -5.3% | -0.8% | -4.5% | -4.7% |
| 30D | -2.1% | +10.1% | -12.2% | -8.3% |
| 3M | -8.2% | -15.4% | +7.2% | +3.0% |
| 6M | -4.6% | -8.3% | +3.7% | +0.7% |
| YTD | -31.5% | -9.8% | -21.6% | -27.1% |
| 1Y | -30.8% | -3.9% | -26.9% | -29.8% |
| 3Y | +67.2% | -23.3% | +90.5% | +94.9% |
| 5Y | +42.5% | -31.2% | +73.7% | +80.5% |
| 10Y | +321.9% | +5.5% | +316.3% | +266.7% |
| All | +1,615.1% | +98.7% | +1,516.4% | +718.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling