+63.7%
SPG vs SGI
+263.3%
-199.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.9% | -0.5% | -1.7% |
| 7D | -1.7% | +0.6% | -2.3% | -1.9% |
| 30D | -6.3% | +5.5% | -11.8% | -8.5% |
| 3M | -2.4% | -3.6% | +1.2% | -1.9% |
| 6M | +9.6% | -15.0% | +24.7% | +14.7% |
| YTD | +14.2% | -23.0% | +37.2% | +23.3% |
| 1Y | +19.3% | -18.4% | +37.7% | +24.8% |
| 3Y | +106.7% | +57.8% | +48.9% | +60.4% |
| 5Y | +104.2% | +51.5% | +52.8% | +52.8% |
| 10Y | +63.7% | +275.2% | -211.5% | -34.4% |
| All | +63.7% | +263.3% | -199.6% | -34.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling