-46.5%
APTV vs SGI
-10.7%
-35.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.8% | -2.2% | +2.2% |
| 7D | -1.9% | +12.1% | -13.9% | -5.6% |
| 30D | -1.4% | +12.1% | -13.5% | -5.4% |
| 3M | -9.3% | +0.4% | -9.8% | -9.9% |
| 6M | -27.3% | -4.0% | -23.3% | -27.6% |
| YTD | -43.1% | -21.2% | -21.9% | -38.7% |
| 1Y | -46.5% | -12.1% | -34.4% | -42.8% |
| All | -46.5% | -10.7% | -35.8% | -42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling