+123.7%
CLF vs SGI
+267.9%
-144.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.6% |
| 7D | +7.6% | +8.5% | -1.0% | +3.7% |
| 30D | -1.2% | +0.7% | -1.9% | -1.7% |
| 3M | -13.4% | +0.6% | -14.0% | -14.0% |
| 6M | +15.4% | -17.9% | +33.4% | +24.9% |
| YTD | -5.9% | -21.2% | +15.3% | +3.1% |
| 1Y | +18.8% | -18.9% | +37.7% | +27.5% |
| 3Y | -19.4% | +52.6% | -72.0% | -36.0% |
| 5Y | -47.7% | +60.7% | -108.4% | -61.4% |
| All | +123.7% | +267.9% | -144.2% | -4.9% |
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