+5.1%
SPGI vs SGI
+61.8%
-56.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -2.5% | +9.3% | -11.8% | -4.5% |
| 30D | +5.4% | +6.9% | -1.5% | +3.7% |
| 3M | +9.0% | +2.8% | +6.2% | +7.9% |
| 6M | +0.8% | -12.6% | +13.4% | +2.8% |
| YTD | -12.6% | -21.5% | +9.0% | -8.8% |
| 1Y | -16.1% | -18.8% | +2.6% | -13.7% |
| 3Y | +19.0% | +60.8% | -41.9% | +0.7% |
| 5Y | +5.1% | +60.0% | -54.9% | -16.4% |
| All | +5.1% | +61.8% | -56.7% | -16.4% |
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