-40.4%
APTV vs SGI
-17.2%
-23.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +2.9% |
| 7D | +4.8% | +8.5% | -3.7% | +1.8% |
| 30D | +2.0% | +0.7% | +1.3% | +1.6% |
| 3M | -34.2% | +0.6% | -34.8% | -34.8% |
| 6M | -34.7% | -17.9% | -16.7% | -30.8% |
| YTD | -37.0% | -21.2% | -15.8% | -31.9% |
| 1Y | -40.4% | -18.9% | -21.5% | -33.9% |
| All | -40.4% | -17.2% | -23.2% | -33.9% |
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