+3,669.9%
COST vs SGI
+2,083.6%
+1,586.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -3.1% | +8.5% | -11.7% | -4.2% |
| 30D | -2.8% | +0.7% | -3.5% | -3.0% |
| 3M | -5.7% | +0.6% | -6.3% | -6.0% |
| 6M | -8.8% | -17.9% | +9.2% | -7.2% |
| YTD | +6.7% | -21.2% | +27.8% | +8.8% |
| 1Y | -3.6% | -18.9% | +15.2% | -2.2% |
| 3Y | +75.1% | +52.6% | +22.4% | +62.5% |
| 5Y | +108.9% | +60.7% | +48.2% | +89.2% |
| 10Y | +586.2% | +278.1% | +308.1% | +425.0% |
| All | +3,669.9% | +2,083.6% | +1,586.3% | +1,778.0% |
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