+2,023.2%
SPGI vs SGI
+1,971.1%
+52.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | 0.0% |
| 7D | -0.9% | -0.2% | -0.6% | -0.9% |
| 30D | +15.5% | +6.6% | +9.0% | +13.8% |
| 3M | +15.7% | +1.8% | +13.8% | +14.9% |
| 6M | +19.1% | -3.9% | +23.0% | +19.2% |
| YTD | -4.1% | -25.2% | +21.2% | +0.8% |
| 1Y | +1.2% | -26.7% | +27.9% | +6.7% |
| 3Y | +31.6% | +86.8% | -55.2% | +10.2% |
| 5Y | +12.4% | +56.6% | -44.2% | -5.3% |
| 10Y | +334.3% | +384.3% | -50.0% | +154.4% |
| All | +2,023.2% | +1,971.1% | +52.1% | +521.2% |
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