+338.3%
SU vs SGI
+47.3%
+291.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | +2.2% | -4.5% | +6.7% | +2.6% |
| 30D | +8.4% | +4.2% | +4.3% | +8.0% |
| 3M | +12.1% | -7.4% | +19.5% | +12.5% |
| 6M | +19.7% | -15.1% | +34.7% | +20.8% |
| YTD | +58.4% | -24.7% | +83.1% | +62.3% |
| 1Y | +67.2% | -21.8% | +89.0% | +70.0% |
| 3Y | +125.0% | +50.0% | +75.0% | +105.6% |
| All | +338.3% | +47.3% | +291.0% | +282.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling