+67.2%
SU vs SGI
-21.0%
+88.2%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | 0.0% |
| 7D | +2.2% | -4.5% | +6.7% | +1.4% |
| 30D | +8.4% | +4.2% | +4.3% | +9.4% |
| 3M | +12.1% | -7.4% | +19.5% | +11.0% |
| 6M | +19.7% | -15.1% | +34.7% | +19.3% |
| YTD | +58.4% | -24.7% | +83.1% | +59.3% |
| 1Y | +67.2% | -21.8% | +89.0% | +66.6% |
| All | +67.2% | -21.0% | +88.2% | +66.6% |
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