-45.6%
CHTR vs SGI
-10.7%
-34.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.8% | -1.1% | +4.0% |
| 7D | +14.1% | +12.1% | +2.0% | +11.2% |
| 30D | +11.6% | +12.1% | -0.5% | +8.9% |
| 3M | -21.4% | +0.4% | -21.9% | -22.3% |
| 6M | -27.3% | -4.0% | -23.3% | -28.6% |
| YTD | -42.4% | -21.2% | -21.1% | -41.6% |
| 1Y | -45.6% | -12.1% | -33.5% | -44.2% |
| All | -45.6% | -10.7% | -34.8% | -44.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling