-54.2%
COMP vs SGI
+95.0%
-149.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.8% | -5.4% | -5.9% |
| 7D | -1.8% | +5.3% | -7.1% | -5.6% |
| 30D | -0.8% | +8.2% | -8.9% | -6.5% |
| 3M | -28.1% | -2.2% | -25.9% | -26.8% |
| 6M | +27.0% | -8.4% | +35.4% | +37.1% |
| YTD | -12.8% | -23.4% | +10.7% | +8.6% |
| 1Y | +4.9% | -14.0% | +18.9% | +17.4% |
| 3Y | +321.0% | +78.8% | +242.2% | +158.7% |
| 5Y | -25.6% | +58.6% | -84.2% | -58.3% |
| All | -54.2% | +95.0% | -149.2% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling