+193.5%
APTV vs SGI
+357.0%
-163.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.5% | +2.9% |
| 7D | +4.8% | +8.5% | -3.7% | +1.7% |
| 30D | +2.0% | +0.7% | +1.3% | +1.6% |
| 3M | -34.2% | +0.6% | -34.8% | -34.9% |
| 6M | -34.7% | -17.9% | -16.7% | -30.8% |
| YTD | -37.0% | -21.2% | -15.8% | -32.3% |
| 1Y | -40.4% | -18.9% | -21.5% | -37.0% |
| 3Y | -54.1% | +52.6% | -106.7% | -61.7% |
| 5Y | -68.0% | +60.7% | -128.7% | -74.4% |
| 10Y | -15.5% | +278.1% | -293.6% | -54.2% |
| All | +193.5% | +357.0% | -163.6% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling