+1,872.3%
SGI vs WY
+119.8%
+1,752.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | -0.1% |
| 7D | +8.5% | -1.7% | +10.3% | +9.8% |
| 30D | +0.7% | -10.1% | +10.8% | +8.4% |
| 3M | +0.6% | -5.1% | +5.7% | +3.8% |
| 6M | -17.9% | -4.8% | -13.2% | -15.4% |
| YTD | -21.2% | -0.2% | -20.9% | -21.8% |
| 1Y | -18.9% | -6.6% | -12.2% | -16.1% |
| 3Y | +52.6% | -22.7% | +75.4% | +76.6% |
| 5Y | +60.7% | -22.2% | +82.9% | +85.8% |
| 10Y | +278.1% | +7.3% | +270.8% | +223.0% |
| All | +1,872.3% | +119.8% | +1,752.4% | +777.1% |
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