+212.4%
C vs SGI
+397.2%
-184.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +2.3% |
| 7D | -2.4% | +1.0% | -3.4% | -2.8% |
| 30D | -6.0% | +3.9% | -9.9% | -7.5% |
| 3M | -10.5% | -0.8% | -9.7% | -10.9% |
| 6M | -5.7% | -18.0% | +12.2% | -0.7% |
| YTD | +4.1% | -27.6% | +31.7% | +13.7% |
| 1Y | +20.5% | -27.2% | +47.7% | +31.1% |
| 3Y | +208.1% | +76.0% | +132.1% | +144.2% |
| 5Y | +110.4% | +50.0% | +60.5% | +67.1% |
| All | +212.4% | +397.2% | -184.7% | +45.7% |
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