-18.6%
COMP vs SGI
+51.2%
-69.9%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -5.5% | +16.2% | +15.4% |
| 7D | +13.4% | +1.0% | +12.5% | +12.0% |
| 30D | +11.1% | +3.9% | +7.2% | +7.1% |
| 3M | -18.8% | -0.8% | -18.0% | -18.6% |
| 6M | +10.5% | -18.0% | +28.5% | +29.6% |
| YTD | -3.4% | -27.6% | +24.2% | +27.1% |
| 1Y | +19.7% | -27.2% | +46.9% | +55.9% |
| 3Y | +381.6% | +76.0% | +305.6% | +177.4% |
| All | -18.6% | +51.2% | -69.9% | -54.9% |
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