+307.5%
SYY vs SGI
+2,083.6%
-1,776.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | -2.3% | +8.5% | -10.9% | -3.8% |
| 30D | -4.9% | +0.7% | -5.6% | -5.2% |
| 3M | +8.4% | +0.6% | +7.8% | +7.8% |
| 6M | -7.4% | -17.9% | +10.6% | -4.8% |
| YTD | +11.0% | -21.2% | +32.2% | +14.5% |
| 1Y | -0.2% | -18.9% | +18.6% | +2.1% |
| 3Y | +23.8% | +52.6% | -28.9% | +11.5% |
| 5Y | +18.1% | +60.7% | -42.6% | +2.7% |
| 10Y | +94.6% | +278.1% | -183.5% | +35.2% |
| All | +307.5% | +2,083.6% | -1,776.1% | +89.7% |
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