+109.5%
SPG vs SGI
+318.6%
-209.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.7% |
| 7D | +3.1% | -10.7% | +13.8% | +7.7% |
| 30D | +16.4% | -3.6% | +20.0% | +17.6% |
| 3M | +7.1% | -5.4% | +12.5% | +8.5% |
| 6M | +16.1% | -7.0% | +23.1% | +17.4% |
| YTD | +30.4% | -31.6% | +62.1% | +47.2% |
| 1Y | +33.0% | -33.5% | +66.5% | +51.6% |
| 3Y | +134.6% | +66.5% | +68.2% | +75.6% |
| 5Y | +84.9% | +42.2% | +42.7% | +39.4% |
| All | +109.5% | +318.6% | -209.0% | -17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling