+1,325.8%
CRWD vs SGI
+317.5%
+1,008.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.3% |
| 7D | -3.0% | -4.5% | +1.5% | -1.7% |
| 30D | -6.8% | +4.2% | -11.0% | -8.2% |
| 3M | +19.6% | -7.4% | +27.0% | +21.8% |
| 6M | +87.1% | -15.1% | +102.1% | +92.8% |
| YTD | +76.4% | -24.7% | +101.1% | +88.1% |
| 1Y | +90.8% | -21.8% | +112.6% | +100.2% |
| 3Y | +380.0% | +50.0% | +329.9% | +304.6% |
| 5Y | +215.6% | +48.9% | +166.7% | +152.0% |
| All | +1,325.8% | +317.5% | +1,008.3% | +746.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling