+885.5%
SU vs SGI
+2,032.3%
-1,146.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.9% | +3.6% | +2.1% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | +10.7% | +5.5% | +5.2% | +9.3% |
| 3M | +13.5% | -3.6% | +17.1% | +13.5% |
| 6M | +21.8% | -15.0% | +36.8% | +23.6% |
| YTD | +58.8% | -23.0% | +81.9% | +64.1% |
| 1Y | +72.0% | -18.4% | +90.4% | +74.8% |
| 3Y | +121.7% | +57.8% | +64.0% | +90.5% |
| 5Y | +350.4% | +51.5% | +299.0% | +275.8% |
| 10Y | +264.7% | +275.2% | -10.5% | +120.7% |
| All | +885.5% | +2,032.3% | -1,146.8% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling