+48.3%
SRE vs SGI
+45.9%
+2.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -0.8% |
| 7D | -0.7% | -4.9% | +4.2% | 0.0% |
| 30D | -1.7% | +1.6% | -3.3% | -2.0% |
| 3M | -7.1% | -3.2% | -3.9% | -7.0% |
| 6M | -8.4% | -16.0% | +7.7% | -6.8% |
| YTD | -3.5% | -25.4% | +21.9% | -0.4% |
| 1Y | +5.4% | -21.6% | +27.0% | +7.8% |
| 3Y | +29.5% | +52.9% | -23.3% | +19.3% |
| 5Y | +48.3% | +47.5% | +0.8% | +33.6% |
| All | +48.3% | +45.9% | +2.4% | +33.6% |
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 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