+86.2%
SU vs SGI
-10.7%
+96.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.8% | -11.3% | -3.0% |
| 7D | -7.1% | +12.1% | -19.1% | -4.6% |
| 30D | +4.8% | +12.1% | -7.3% | +7.7% |
| 3M | +12.5% | +0.4% | +12.1% | +13.5% |
| 6M | +6.5% | -4.0% | +10.5% | +7.8% |
| YTD | +65.8% | -21.2% | +87.0% | +69.6% |
| 1Y | +86.2% | -12.1% | +98.2% | +89.6% |
| All | +86.2% | -10.7% | +96.9% | +89.6% |
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 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