-48.5%
APTV vs SGI
+66.8%
-115.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.2% |
| 7D | -5.0% | -10.7% | +5.7% | -0.1% |
| 30D | -12.3% | -3.6% | -8.7% | -11.1% |
| 3M | -19.9% | -5.4% | -14.5% | -18.3% |
| 6M | -29.4% | -7.0% | -22.3% | -28.4% |
| YTD | -49.0% | -31.6% | -17.4% | -40.4% |
| 1Y | -53.1% | -33.5% | -19.6% | -44.5% |
| All | -48.5% | +66.8% | -115.4% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling