-0.8%
COR vs SGI
-33.4%
+32.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.7% | +2.9% |
| 7D | +7.8% | -5.3% | +13.2% | +8.1% |
| 30D | +7.0% | -2.1% | +9.1% | +7.4% |
| 3M | +16.3% | -8.2% | +24.4% | +16.6% |
| 6M | +41.3% | -4.6% | +45.8% | +41.9% |
| YTD | +7.1% | -31.5% | +38.6% | +9.0% |
| 1Y | -0.8% | -30.8% | +30.0% | +0.5% |
| All | -0.8% | -33.4% | +32.6% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling