+61.0%
CIFR vs SGI
+200.7%
-139.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.1% | -2.6% | -3.7% |
| 7D | -8.2% | -4.9% | -3.3% | -5.1% |
| 30D | -7.4% | +1.6% | -9.0% | -8.6% |
| 3M | -24.2% | -3.2% | -21.0% | -24.4% |
| 6M | +14.2% | -16.0% | +30.2% | +25.3% |
| YTD | +8.0% | -25.4% | +33.4% | +27.0% |
| 1Y | +55.5% | -21.6% | +77.1% | +73.5% |
| 3Y | +429.6% | +52.9% | +376.7% | +286.3% |
| 5Y | +20.8% | +47.5% | -26.7% | -24.6% |
| All | +61.0% | +200.7% | -139.6% | -3.6% |
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