+227.4%
CFG vs SGI
+397.2%
-169.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.5% | +1.2% |
| 7D | -0.9% | +1.0% | -1.9% | -1.4% |
| 30D | +1.1% | +3.9% | -2.8% | -0.8% |
| 3M | -12.0% | -0.8% | -11.2% | -12.3% |
| 6M | -2.2% | -18.0% | +15.7% | +4.2% |
| YTD | +11.4% | -27.6% | +39.0% | +23.8% |
| 1Y | +27.8% | -27.2% | +55.1% | +41.6% |
| 3Y | +173.3% | +76.0% | +97.3% | +107.8% |
| 5Y | +62.4% | +50.0% | +12.5% | +25.5% |
| All | +227.4% | +397.2% | -169.8% | +39.4% |
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