+33.3%
SPG vs SGI
-26.9%
+60.1%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.3% | -1.3% | +1.4% |
| 7D | +5.1% | -0.2% | +5.3% | +5.0% |
| 30D | +16.8% | +6.6% | +10.3% | +15.3% |
| 3M | +5.7% | +1.8% | +3.8% | +5.0% |
| 6M | +17.8% | -3.9% | +21.7% | +17.8% |
| YTD | +30.1% | -25.2% | +55.3% | +33.0% |
| All | +33.3% | -26.9% | +60.1% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling