+99.0%
COST vs SGI
+67.2%
+31.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.3% |
| 7D | +5.0% | -5.3% | +10.3% | +5.6% |
| 30D | +12.8% | -2.1% | +14.9% | +13.0% |
| 3M | +15.2% | -8.2% | +23.4% | +16.0% |
| 6M | +7.4% | -4.6% | +12.0% | +7.3% |
| YTD | +29.0% | -31.5% | +60.5% | +34.2% |
| 1Y | +20.3% | -30.8% | +51.1% | +24.8% |
| 3Y | +99.0% | +67.2% | +31.8% | +77.1% |
| All | +99.0% | +67.2% | +31.8% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling