+71.2%
SU vs SGI
-17.2%
+88.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.6% |
| 7D | +3.6% | +8.5% | -5.0% | +5.2% |
| 30D | +7.9% | +0.7% | +7.2% | +8.1% |
| 3M | +3.5% | +0.6% | +2.9% | +3.9% |
| 6M | +19.0% | -17.9% | +36.9% | +20.1% |
| YTD | +55.0% | -21.2% | +76.1% | +57.0% |
| 1Y | +71.2% | -18.9% | +90.1% | +72.2% |
| All | +71.2% | -17.2% | +88.4% | +72.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling