+1,049.1%
COP vs SGI
+2,083.6%
-1,034.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | +3.0% | +8.5% | -5.5% | +1.3% |
| 30D | +17.5% | +0.7% | +16.8% | +17.1% |
| 3M | +13.4% | +0.6% | +12.8% | +12.2% |
| 6M | +17.7% | -17.9% | +35.7% | +20.2% |
| YTD | +46.6% | -21.2% | +67.8% | +50.5% |
| 1Y | +44.6% | -18.9% | +63.5% | +46.9% |
| 3Y | +20.7% | +52.6% | -31.9% | +5.3% |
| 5Y | +185.0% | +60.7% | +124.3% | +137.0% |
| 10Y | +347.0% | +278.1% | +68.9% | +180.4% |
| All | +1,049.1% | +2,083.6% | -1,034.5% | +312.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling