+428.1%
WMT vs SGI
+270.1%
+158.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.3% |
| 7D | 0.0% | -4.5% | +4.5% | +0.3% |
| 30D | -7.4% | +4.2% | -11.6% | -7.7% |
| 3M | -10.9% | -7.4% | -3.4% | -10.5% |
| 6M | -12.7% | -15.1% | +2.4% | -12.0% |
| YTD | -3.2% | -24.7% | +21.5% | -1.7% |
| 1Y | +5.3% | -21.8% | +27.0% | +6.5% |
| 3Y | +101.9% | +50.0% | +51.8% | +94.9% |
| 5Y | +134.6% | +48.9% | +85.6% | +122.8% |
| All | +428.1% | +270.1% | +158.0% | +381.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling