-25.6%
COMP vs SGI
+57.3%
-82.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.8% | -5.4% | -5.8% |
| 7D | -1.8% | +5.3% | -7.1% | -5.8% |
| 30D | -0.8% | +8.2% | -8.9% | -6.9% |
| 3M | -28.1% | -2.2% | -25.9% | -26.8% |
| 6M | +27.0% | -8.4% | +35.4% | +37.6% |
| YTD | -12.8% | -23.4% | +10.7% | +10.1% |
| 1Y | +4.9% | -14.0% | +18.9% | +17.9% |
| 3Y | +321.0% | +78.8% | +242.2% | +141.1% |
| 5Y | -25.6% | +58.6% | -84.2% | -59.9% |
| All | -25.6% | +57.3% | -82.9% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling