+13.6%
CLF vs SGI
-23.3%
+36.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.1% | +3.7% |
| 7D | -19.6% | +1.0% | -20.5% | -20.2% |
| 30D | -5.0% | +3.9% | -8.9% | -7.5% |
| 3M | -6.3% | -0.8% | -5.5% | -7.1% |
| 6M | +2.8% | -18.0% | +20.7% | +10.5% |
| YTD | -13.7% | -27.6% | +13.9% | -3.9% |
| 1Y | +13.6% | -27.2% | +40.8% | +27.0% |
| All | +13.6% | -23.3% | +36.9% | +27.0% |
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