+4,866.9%
COHR vs SGI
+1,966.1%
+2,900.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.5% |
| 7D | +10.9% | -4.9% | +15.8% | +12.5% |
| 30D | -10.8% | +1.6% | -12.4% | -11.5% |
| 3M | -17.4% | -3.2% | -14.2% | -17.2% |
| 6M | +12.5% | -16.0% | +28.5% | +16.8% |
| YTD | +58.8% | -25.4% | +84.3% | +69.6% |
| 1Y | +183.3% | -21.6% | +204.9% | +198.8% |
| 3Y | +783.0% | +52.9% | +730.2% | +679.2% |
| 5Y | +377.2% | +47.5% | +329.7% | +318.0% |
| 10Y | +1,261.0% | +263.5% | +997.5% | +768.5% |
| All | +4,866.9% | +1,966.1% | +2,900.8% | +1,514.6% |
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