+142.2%
CI vs SGI
+413.4%
-271.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.1% |
| 7D | +0.1% | -0.2% | +0.4% | +0.2% |
| 30D | +4.7% | +6.6% | -1.9% | +3.5% |
| 3M | +5.2% | +1.8% | +3.4% | +4.7% |
| 6M | +3.8% | -3.9% | +7.7% | +3.7% |
| YTD | +9.2% | -25.2% | +34.5% | +13.3% |
| 1Y | +14.3% | -26.7% | +41.0% | +18.9% |
| 3Y | +8.4% | +86.8% | -78.3% | -6.6% |
| 5Y | +50.0% | +56.6% | -6.6% | +29.1% |
| 10Y | +142.2% | +384.3% | -242.1% | +54.8% |
| All | +142.2% | +413.4% | -271.2% | +54.8% |
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