+106.9%
SPG vs SGI
+61.8%
+45.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | 0.0% | +9.3% | -9.3% | -3.0% |
| 30D | -4.9% | +6.9% | -11.8% | -7.2% |
| 3M | +3.3% | +2.8% | +0.5% | +1.6% |
| 6M | +11.2% | -12.6% | +23.8% | +14.7% |
| YTD | +17.1% | -21.5% | +38.6% | +24.5% |
| 1Y | +21.6% | -18.8% | +40.3% | +26.9% |
| 3Y | +111.9% | +60.8% | +51.0% | +67.5% |
| 5Y | +106.9% | +60.0% | +46.9% | +52.4% |
| All | +106.9% | +61.8% | +45.1% | +52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling