+220.1%
C vs SGI
+413.4%
-193.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.3% | -0.8% | +1.4% |
| 7D | -0.9% | -0.2% | -0.7% | -1.0% |
| 30D | -5.4% | +6.6% | -12.0% | -7.7% |
| 3M | -9.2% | +1.8% | -11.0% | -10.3% |
| 6M | -1.8% | -3.9% | +2.1% | -1.7% |
| YTD | +6.7% | -25.2% | +31.9% | +15.2% |
| 1Y | +23.5% | -26.7% | +50.2% | +34.2% |
| 3Y | +219.8% | +86.8% | +133.0% | +148.5% |
| 5Y | +112.4% | +56.6% | +55.8% | +66.2% |
| 10Y | +220.1% | +384.3% | -164.2% | +47.7% |
| All | +220.1% | +413.4% | -193.3% | +47.7% |
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