+191.7%
COP vs SGI
+61.8%
+129.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -0.8% | +9.3% | -10.1% | -1.5% |
| 30D | +15.6% | +6.9% | +8.7% | +15.0% |
| 3M | +14.3% | +2.8% | +11.5% | +13.6% |
| 6M | +17.0% | -12.6% | +29.6% | +17.8% |
| YTD | +47.4% | -21.5% | +69.0% | +50.4% |
| 1Y | +52.4% | -18.8% | +71.2% | +54.3% |
| 3Y | +20.8% | +60.8% | -40.0% | +10.7% |
| 5Y | +191.7% | +60.0% | +131.7% | +168.3% |
| All | +191.7% | +61.8% | +129.9% | +168.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling