+1,298.9%
COHR vs SGI
+270.1%
+1,028.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.0% | +3.2% | +3.8% |
| 7D | +8.3% | -4.5% | +12.8% | +10.3% |
| 30D | -14.1% | +4.2% | -18.3% | -15.9% |
| 3M | -16.0% | -7.4% | -8.6% | -14.3% |
| 6M | +21.5% | -15.1% | +36.5% | +27.2% |
| YTD | +65.4% | -24.7% | +90.1% | +80.1% |
| 1Y | +195.0% | -21.8% | +216.8% | +217.0% |
| 3Y | +830.2% | +50.0% | +780.1% | +682.9% |
| 5Y | +397.1% | +48.9% | +348.2% | +306.0% |
| All | +1,298.9% | +270.1% | +1,028.8% | +679.2% |
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