+308.6%
CFG vs SGI
+261.3%
+47.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +2.7% | +9.3% | -6.6% | -0.9% |
| 30D | -3.7% | +6.9% | -10.6% | -6.4% |
| 3M | +9.5% | +2.8% | +6.6% | +7.5% |
| 6M | +22.2% | -12.6% | +34.8% | +26.8% |
| YTD | +22.3% | -21.5% | +43.9% | +31.9% |
| 1Y | +39.4% | -18.8% | +58.2% | +47.5% |
| 3Y | +188.5% | +60.8% | +127.6% | +129.2% |
| 5Y | +101.5% | +60.0% | +41.5% | +53.6% |
| 10Y | +308.6% | +267.8% | +40.8% | +83.9% |
| All | +308.6% | +261.3% | +47.3% | +83.9% |
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