+1,314.1%
SPG vs SGI
+1,852.9%
-538.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.3% |
| 7D | +2.7% | -10.5% | +13.2% | +6.4% |
| 30D | +16.6% | +0.1% | +16.4% | +16.1% |
| 3M | +8.1% | -4.0% | +12.0% | +8.8% |
| 6M | +19.3% | -5.6% | +25.0% | +20.0% |
| YTD | +31.1% | -29.5% | +60.6% | +43.4% |
| 1Y | +32.8% | -31.5% | +64.3% | +46.5% |
| 3Y | +135.8% | +71.6% | +64.2% | +87.5% |
| 5Y | +85.1% | +50.5% | +34.6% | +47.3% |
| 10Y | +115.9% | +333.9% | -217.9% | +10.0% |
| All | +1,314.1% | +1,852.9% | -538.8% | +169.9% |
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