+301.6%
CHTR vs SGI
+1,020.2%
-718.6%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.1% | +8.1% | +5.5% |
| 7D | -7.1% | -4.9% | -2.2% | -6.3% |
| 30D | -10.9% | +1.6% | -12.5% | -11.0% |
| 3M | +2.0% | -3.2% | +5.2% | +2.4% |
| 6M | -35.9% | -16.0% | -19.9% | -34.4% |
| YTD | -32.7% | -25.4% | -7.2% | -29.8% |
| 1Y | -46.6% | -21.6% | -25.0% | -44.9% |
| 3Y | -66.7% | +52.9% | -119.6% | -69.8% |
| 5Y | -82.1% | +47.5% | -129.6% | -84.1% |
| 10Y | -46.8% | +263.5% | -310.3% | -62.4% |
| All | +301.6% | +1,020.2% | -718.6% | +151.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling