+3,147.3%
COR vs SGI
+2,083.6%
+1,063.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | +2.8% | +8.5% | -5.8% | +1.9% |
| 30D | +4.5% | +0.7% | +3.9% | +4.4% |
| 3M | +22.7% | +0.6% | +22.1% | +22.3% |
| 6M | -9.7% | -17.9% | +8.2% | -8.4% |
| YTD | -1.4% | -21.2% | +19.8% | +0.3% |
| 1Y | +13.9% | -18.9% | +32.8% | +15.4% |
| 3Y | +94.0% | +52.6% | +41.3% | +80.8% |
| 5Y | +184.0% | +60.7% | +123.3% | +157.7% |
| 10Y | +406.8% | +278.1% | +128.7% | +289.9% |
| All | +3,147.3% | +2,083.6% | +1,063.7% | +1,731.4% |
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