-28.3%
APTV vs SGI
+319.5%
-347.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -1.7% | -5.3% | +3.6% | +0.8% |
| 30D | -11.6% | -2.1% | -9.5% | -11.0% |
| 3M | -21.2% | -8.2% | -13.0% | -18.4% |
| 6M | -28.5% | -4.6% | -24.0% | -28.3% |
| YTD | -49.1% | -31.5% | -17.6% | -40.5% |
| 1Y | -52.2% | -30.8% | -21.4% | -44.5% |
| 3Y | -48.6% | +67.2% | -115.8% | -62.2% |
| 5Y | -77.3% | +42.5% | -119.8% | -82.6% |
| All | -28.3% | +319.5% | -347.9% | -70.7% |
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 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