-44.8%
COMP vs SGI
+100.7%
-145.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.1% |
| 7D | +1.4% | +8.5% | -7.2% | -5.2% |
| 30D | -13.3% | +0.7% | -14.0% | -14.0% |
| 3M | +41.1% | +0.6% | +40.5% | +40.8% |
| 6M | +17.2% | -17.9% | +35.1% | +38.1% |
| YTD | +5.2% | -21.2% | +26.4% | +27.6% |
| 1Y | +18.9% | -18.9% | +37.8% | +38.9% |
| 3Y | +215.9% | +52.6% | +163.3% | +117.0% |
| 5Y | -31.2% | +60.7% | -91.9% | -62.3% |
| All | -44.8% | +100.7% | -145.5% | -70.9% |
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 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