+11.5%
CLF vs SGI
-19.6%
+31.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.5% |
| 7D | +6.5% | +9.3% | -2.8% | +2.7% |
| 30D | +0.2% | +6.9% | -6.6% | -2.6% |
| 3M | -3.1% | +2.8% | -5.9% | -4.6% |
| 6M | +25.0% | -12.6% | +37.6% | +28.9% |
| YTD | -7.5% | -21.5% | +14.1% | -2.0% |
| 1Y | +11.5% | -18.8% | +30.3% | +22.7% |
| All | +11.5% | -19.6% | +31.1% | +22.7% |
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