+336.7%
COP vs SGI
+319.5%
+17.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +4.4% | -5.3% | +9.7% | +5.6% |
| 30D | 0.0% | -2.1% | +2.0% | -0.2% |
| 3M | +15.0% | -8.2% | +23.2% | +16.3% |
| 6M | +22.0% | -4.6% | +26.6% | +20.6% |
| YTD | +55.3% | -31.5% | +86.8% | +64.6% |
| 1Y | +64.1% | -30.8% | +95.0% | +73.3% |
| 3Y | +34.1% | +67.2% | -33.1% | +8.3% |
| 5Y | +133.4% | +42.5% | +90.9% | +87.6% |
| All | +336.7% | +319.5% | +17.2% | +125.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling