+295.3%
SYY vs SGI
+1,798.9%
-1,503.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +0.3% | -5.3% | +5.6% | +1.3% |
| 30D | -4.8% | -2.1% | -2.7% | -4.5% |
| 3M | -7.1% | -8.2% | +1.1% | -5.9% |
| 6M | +6.8% | -4.6% | +11.4% | +6.9% |
| YTD | +7.7% | -31.5% | +39.1% | +13.6% |
| 1Y | +5.7% | -30.8% | +36.5% | +11.3% |
| 3Y | +24.6% | +67.2% | -42.7% | +10.3% |
| 5Y | +15.6% | +42.5% | -26.9% | +2.6% |
| 10Y | +87.9% | +321.9% | -233.9% | +30.5% |
| All | +295.3% | +1,798.9% | -1,503.6% | +88.2% |
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 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