+150.9%
CI vs SGI
+337.7%
-186.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.3% | -10.5% | +9.2% | +0.5% |
| 30D | +6.4% | +0.1% | +6.2% | +6.2% |
| 3M | +10.7% | -4.0% | +14.6% | +11.1% |
| 6M | +5.5% | -5.6% | +11.1% | +5.6% |
| YTD | +11.4% | -29.5% | +40.9% | +16.7% |
| 1Y | +15.0% | -31.5% | +46.5% | +21.1% |
| 3Y | +9.0% | +71.6% | -62.6% | -4.8% |
| 5Y | +52.0% | +50.5% | +1.4% | +31.4% |
| 10Y | +150.9% | +333.9% | -182.9% | +61.2% |
| All | +150.9% | +337.7% | -186.7% | +61.2% |
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 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