+1,052.6%
SRE vs SGI
+1,798.9%
-746.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +1.8% | -5.3% | +7.1% | +2.4% |
| 30D | -3.0% | -2.1% | -0.9% | -2.9% |
| 3M | -7.3% | -8.2% | +0.9% | -6.5% |
| 6M | -11.9% | -4.6% | -7.3% | -11.9% |
| YTD | -7.9% | -31.5% | +23.6% | -4.3% |
| 1Y | -11.1% | -30.8% | +19.7% | -7.8% |
| 3Y | +24.8% | +67.2% | -42.4% | +14.4% |
| 5Y | +52.4% | +42.5% | +9.9% | +39.2% |
| 10Y | +127.9% | +321.9% | -194.0% | +70.1% |
| All | +1,052.6% | +1,798.9% | -746.3% | +456.5% |
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