-77.2%
APTV vs SGI
+45.7%
-122.9%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | +0.1% |
| 7D | -5.0% | -10.7% | +5.7% | +0.9% |
| 30D | -12.3% | -3.6% | -8.7% | -10.9% |
| 3M | -19.9% | -5.4% | -14.5% | -18.1% |
| 6M | -29.4% | -7.0% | -22.3% | -28.3% |
| YTD | -49.0% | -31.6% | -17.4% | -39.0% |
| 1Y | -53.1% | -33.5% | -19.6% | -43.0% |
| 3Y | -48.9% | +66.5% | -115.4% | -65.9% |
| 5Y | -77.2% | +42.2% | -119.4% | -84.9% |
| All | -77.2% | +45.7% | -122.9% | -84.9% |
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 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