+216.1%
C vs SGI
+66.8%
+149.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.9% |
| 7D | +4.7% | -10.7% | +15.4% | +8.6% |
| 30D | +0.2% | -3.6% | +3.7% | +1.0% |
| 3M | -9.3% | -5.4% | -3.9% | -8.3% |
| 6M | -0.8% | -7.0% | +6.2% | +0.1% |
| YTD | +8.5% | -31.6% | +40.1% | +21.3% |
| 1Y | +23.1% | -33.5% | +56.6% | +38.9% |
| All | +216.1% | +66.8% | +149.3% | +143.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling