+340.2%
COP vs SGI
+263.3%
+77.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.5% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | +11.7% | +5.5% | +6.2% | +10.2% |
| 3M | +17.7% | -3.6% | +21.3% | +17.5% |
| 6M | +18.3% | -15.0% | +33.3% | +20.2% |
| YTD | +49.1% | -23.0% | +72.1% | +54.6% |
| 1Y | +53.3% | -18.4% | +71.7% | +55.8% |
| 3Y | +22.2% | +57.8% | -35.6% | +2.2% |
| 5Y | +193.3% | +51.5% | +141.9% | +138.0% |
| 10Y | +340.2% | +275.2% | +65.1% | +113.4% |
| All | +340.2% | +263.3% | +77.0% | +113.4% |
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