+20.8%
COP vs SGI
+59.4%
-38.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -0.8% | +9.3% | -10.1% | -0.9% |
| 30D | +15.6% | +6.9% | +8.7% | +15.6% |
| 3M | +14.3% | +2.8% | +11.5% | +13.9% |
| 6M | +17.0% | -12.6% | +29.6% | +17.9% |
| YTD | +47.4% | -21.5% | +69.0% | +50.4% |
| 1Y | +52.4% | -18.8% | +71.2% | +54.6% |
| 3Y | +20.8% | +60.8% | -40.0% | +16.0% |
| All | +20.8% | +59.4% | -38.5% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling