+207.2%
COMP vs SGI
+54.7%
+152.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.1% |
| 7D | +1.4% | +8.5% | -7.2% | -5.3% |
| 30D | -13.3% | +0.7% | -14.0% | -14.0% |
| 3M | +41.1% | +0.6% | +40.5% | +40.9% |
| 6M | +17.2% | -17.9% | +35.1% | +37.2% |
| YTD | +5.2% | -21.2% | +26.4% | +26.6% |
| 1Y | +18.9% | -18.9% | +37.8% | +38.7% |
| All | +207.2% | +54.7% | +152.5% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling