+421.5%
CARR vs SGI
+1,081.7%
-660.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +1.1% |
| 7D | -3.8% | -4.5% | +0.7% | -2.3% |
| 30D | -8.9% | +4.2% | -13.1% | -10.3% |
| 3M | -17.3% | -7.4% | -9.9% | -15.4% |
| 6M | -1.4% | -15.1% | +13.7% | +3.3% |
| YTD | +10.0% | -24.7% | +34.7% | +19.3% |
| 1Y | -6.4% | -21.8% | +15.4% | 0.0% |
| 3Y | +1.5% | +50.0% | -48.5% | -12.9% |
| 5Y | +9.3% | +48.9% | -39.6% | -11.3% |
| All | +421.5% | +1,081.7% | -660.2% | +253.0% |
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