-50.2%
COMP vs SGI
+74.1%
-124.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.8% | +0.2% |
| 7D | +8.9% | -10.7% | +19.6% | +18.6% |
| 30D | +14.0% | -3.6% | +17.5% | +17.2% |
| 3M | -21.1% | -5.4% | -15.7% | -17.7% |
| 6M | +20.1% | -7.0% | +27.1% | +27.3% |
| YTD | -5.0% | -31.6% | +26.6% | +28.9% |
| 1Y | +5.7% | -33.5% | +39.2% | +45.9% |
| 3Y | +412.2% | +66.5% | +345.8% | +231.7% |
| 5Y | -12.1% | +42.2% | -54.3% | -46.4% |
| All | -50.2% | +74.1% | -124.3% | -70.7% |
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 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