-69.1%
APTV vs SGI
+61.8%
-130.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.4% |
| 7D | +2.0% | +9.3% | -7.3% | -3.0% |
| 30D | -7.7% | +6.9% | -14.6% | -11.1% |
| 3M | -34.0% | +2.8% | -36.8% | -36.0% |
| 6M | -37.1% | -12.6% | -24.5% | -33.9% |
| YTD | -39.9% | -21.5% | -18.4% | -33.0% |
| 1Y | -44.4% | -18.8% | -25.7% | -39.9% |
| 3Y | -54.5% | +60.8% | -115.3% | -68.3% |
| 5Y | -69.1% | +60.0% | -129.1% | -81.2% |
| All | -69.1% | +61.8% | -130.9% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling