+368.8%
SNXX vs SGI
-27.2%
+396.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.0% | -8.0% | -8.1% |
| 7D | -12.0% | -4.5% | -7.6% | -7.7% |
| 30D | +37.9% | +4.2% | +33.8% | +32.1% |
| 3M | -52.7% | -7.4% | -45.2% | -48.2% |
| 6M | +194.8% | -15.1% | +209.8% | +248.6% |
| All | +368.8% | -27.2% | +396.0% | +502.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 3y: compounded portfolio wealth divided by compounded SGI 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…
3y analysis · Full analysis span regression · 6 months rolling