+20.2%
CLF vs SGI
-10.7%
+30.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +6.8% | -16.0% | -11.3% |
| 7D | -7.9% | +12.1% | -19.9% | -11.5% |
| 30D | +5.2% | +12.1% | -6.8% | +0.6% |
| 3M | +4.3% | +0.4% | +3.9% | +3.9% |
| 6M | +25.3% | -4.0% | +29.3% | +26.1% |
| YTD | -3.3% | -21.2% | +17.9% | +1.9% |
| 1Y | +20.2% | -12.1% | +32.3% | +29.6% |
| All | +20.2% | -10.7% | +30.9% | +29.6% |
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 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