+17.7%
COP vs SGI
-19.0%
+36.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -0.9% |
| 7D | +3.0% | +8.5% | -5.5% | +6.0% |
| 30D | +17.5% | +0.7% | +16.8% | +17.8% |
| 3M | +13.4% | +0.6% | +12.8% | +14.2% |
| 6M | +17.7% | -17.9% | +35.7% | +16.7% |
| All | +17.7% | -19.0% | +36.8% | +16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling