-49.3%
COMP vs SGI
+84.3%
-133.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -5.5% | +16.2% | +15.1% |
| 7D | +13.4% | +1.0% | +12.5% | +12.1% |
| 30D | +11.1% | +3.9% | +7.2% | +7.4% |
| 3M | -18.8% | -0.8% | -18.0% | -18.6% |
| 6M | +10.5% | -18.0% | +28.5% | +28.4% |
| YTD | -3.4% | -27.6% | +24.2% | +25.0% |
| 1Y | +19.7% | -27.2% | +46.9% | +53.5% |
| 3Y | +381.6% | +76.0% | +305.6% | +198.2% |
| 5Y | -17.6% | +50.0% | -67.6% | -52.0% |
| All | -49.3% | +84.3% | -133.7% | -71.5% |
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