+265.2%
SU vs SGI
+270.1%
-4.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +2.2% | -4.5% | +6.7% | +3.1% |
| 30D | +8.4% | +4.2% | +4.3% | +7.4% |
| 3M | +12.1% | -7.4% | +19.5% | +13.0% |
| 6M | +19.7% | -15.1% | +34.7% | +21.3% |
| YTD | +58.4% | -24.7% | +83.1% | +64.3% |
| 1Y | +67.2% | -21.8% | +89.0% | +71.4% |
| 3Y | +125.0% | +50.0% | +75.0% | +95.5% |
| 5Y | +355.1% | +48.9% | +306.1% | +282.0% |
| All | +265.2% | +270.1% | -4.9% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling