+106.8%
SPG vs SGI
+51.7%
+55.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.2% |
| 7D | -1.2% | -4.5% | +3.3% | +0.1% |
| 30D | -6.1% | +4.2% | -10.3% | -7.4% |
| 3M | -3.6% | -7.4% | +3.8% | -1.9% |
| 6M | +10.4% | -15.1% | +25.5% | +14.5% |
| YTD | +14.4% | -24.7% | +39.1% | +22.4% |
| 1Y | +16.5% | -21.8% | +38.3% | +22.4% |
| 3Y | +106.8% | +50.0% | +56.8% | +74.1% |
| All | +106.8% | +51.7% | +55.1% | +74.1% |
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