-19.1%
APTV vs SGI
+263.3%
-282.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.9% | -0.8% | -1.8% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | -10.6% | +5.5% | -16.2% | -13.0% |
| 3M | -35.0% | -3.6% | -31.4% | -34.6% |
| 6M | -38.9% | -15.0% | -23.9% | -35.4% |
| YTD | -41.5% | -23.0% | -18.5% | -35.3% |
| 1Y | -45.8% | -18.4% | -27.4% | -42.1% |
| 3Y | -55.7% | +57.8% | -113.5% | -65.9% |
| 5Y | -70.1% | +51.5% | -121.6% | -77.5% |
| 10Y | -19.1% | +275.2% | -294.3% | -67.5% |
| All | -19.1% | +263.3% | -282.3% | -67.5% |
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