+99.7%
CLF vs SGI
+390.8%
-291.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.1% | +4.2% |
| 7D | -19.6% | +1.0% | -20.5% | -20.4% |
| 30D | -5.0% | +3.9% | -8.9% | -7.7% |
| 3M | -6.3% | -0.8% | -5.5% | -7.3% |
| 6M | +2.8% | -18.0% | +20.7% | +10.5% |
| YTD | -13.7% | -27.6% | +13.9% | -2.5% |
| 1Y | +13.6% | -27.2% | +40.8% | +27.9% |
| 3Y | -34.0% | +76.0% | -110.0% | -51.8% |
| 5Y | -48.7% | +50.0% | -98.7% | -62.0% |
| All | +99.7% | +390.8% | -291.1% | -31.3% |
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