+1,898.9%
SPGI vs SGI
+2,083.6%
-184.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.7% |
| 7D | +0.1% | +8.5% | -8.4% | -1.8% |
| 30D | +8.4% | +0.7% | +7.7% | +8.1% |
| 3M | +11.8% | +0.6% | +11.2% | +11.2% |
| 6M | +5.7% | -17.9% | +23.7% | +9.3% |
| YTD | -9.7% | -21.2% | +11.5% | -6.1% |
| 1Y | -12.5% | -18.9% | +6.4% | -10.0% |
| 3Y | +21.8% | +52.6% | -30.8% | +6.6% |
| 5Y | +8.2% | +60.7% | -52.5% | -9.4% |
| 10Y | +309.5% | +278.1% | +31.4% | +151.1% |
| All | +1,898.9% | +2,083.6% | -184.7% | +478.8% |
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