-5.6%
COST vs SGI
-21.0%
+15.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.3% |
| 7D | -1.2% | -4.5% | +3.3% | -1.3% |
| 30D | -4.7% | +4.2% | -8.9% | -4.6% |
| 3M | -7.1% | -7.4% | +0.3% | -7.2% |
| 6M | -8.5% | -15.1% | +6.5% | -8.1% |
| YTD | +5.4% | -24.7% | +30.1% | +6.2% |
| 1Y | -5.6% | -21.8% | +16.1% | -4.6% |
| All | -5.6% | -21.0% | +15.3% | -4.6% |
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