+4,417.0%
CME vs SGI
+1,971.1%
+2,445.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.1% |
| 7D | -0.6% | -0.2% | -0.3% | -0.6% |
| 30D | +8.5% | +6.6% | +2.0% | +7.0% |
| 3M | +16.0% | +1.8% | +14.2% | +15.1% |
| 6M | +9.3% | -3.9% | +13.2% | +8.9% |
| YTD | +15.3% | -25.2% | +40.5% | +19.6% |
| 1Y | +14.4% | -26.7% | +41.1% | +19.0% |
| 3Y | +59.9% | +86.8% | -26.9% | +33.4% |
| 5Y | +69.4% | +56.6% | +12.8% | +40.3% |
| 10Y | +299.5% | +384.3% | -84.8% | +124.2% |
| All | +4,417.0% | +1,971.1% | +2,445.9% | +1,105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling