+322.1%
CORZ vs SGI
+20.3%
+301.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.7% | +0.9% |
| 7D | +23.5% | -5.3% | +28.8% | +26.9% |
| 30D | +7.5% | -2.1% | +9.5% | +6.5% |
| 3M | -26.6% | -8.2% | -18.4% | -24.5% |
| 6M | -39.5% | -4.6% | -34.9% | -40.7% |
| YTD | -0.3% | -31.5% | +31.2% | +20.4% |
| 1Y | -4.2% | -30.8% | +26.6% | +14.7% |
| All | +322.1% | +20.3% | +301.8% | +201.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling