+180.7%
CAT vs SGI
+58.5%
+122.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.8% | -3.6% | -5.5% |
| 7D | -14.5% | +5.3% | -19.8% | -16.0% |
| 30D | -35.7% | +8.2% | -43.9% | -37.6% |
| 3M | -36.3% | -2.2% | -34.1% | -36.4% |
| 6M | -38.5% | -8.4% | -30.1% | -37.6% |
| YTD | -2.5% | -23.4% | +20.9% | +4.0% |
| 1Y | -1.9% | -14.0% | +12.1% | +0.8% |
| 3Y | +139.2% | +78.8% | +60.4% | +98.3% |
| All | +180.7% | +58.5% | +122.2% | +124.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling