+1,148.3%
SPG vs SGI
+2,083.6%
-935.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | -2.4% | +8.5% | -10.9% | -5.1% |
| 30D | -6.8% | +0.7% | -7.5% | -7.3% |
| 3M | +2.7% | +0.6% | +2.1% | +1.7% |
| 6M | +5.5% | -17.9% | +23.4% | +10.8% |
| YTD | +15.7% | -21.2% | +36.9% | +22.5% |
| 1Y | +20.9% | -18.9% | +39.7% | +26.0% |
| 3Y | +112.4% | +52.6% | +59.7% | +75.6% |
| 5Y | +101.4% | +60.7% | +40.6% | +57.3% |
| 10Y | +60.6% | +278.1% | -217.5% | -16.0% |
| All | +1,148.3% | +2,083.6% | -935.3% | +130.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling