+26.3%
SYY vs SGI
+55.1%
-28.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +2.4% |
| 7D | -0.2% | +0.6% | -0.8% | -0.3% |
| 30D | -2.7% | +5.5% | -8.3% | -3.6% |
| 3M | +5.9% | -3.6% | +9.5% | +6.1% |
| 6M | -2.3% | -15.0% | +12.7% | -0.5% |
| YTD | +13.1% | -23.0% | +36.1% | +16.6% |
| 1Y | +3.8% | -18.4% | +22.2% | +5.8% |
| All | +26.3% | +55.1% | -28.7% | +15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling