+9.5%
COR vs SGI
-18.4%
+28.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.9% |
| 7D | -1.9% | +9.3% | -11.2% | -1.9% |
| 30D | +1.5% | +6.9% | -5.4% | +1.5% |
| 3M | +18.7% | +2.8% | +15.8% | +18.6% |
| 6M | -9.0% | -12.6% | +3.6% | -8.5% |
| YTD | -3.3% | -21.5% | +18.2% | -1.8% |
| All | +9.5% | -18.4% | +28.0% | +10.2% |
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 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