+1,340.4%
CRWD vs SGI
+313.4%
+1,027.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.4% |
| 7D | -2.8% | -4.9% | +2.1% | -1.4% |
| 30D | -5.9% | +1.6% | -7.5% | -6.6% |
| 3M | +29.0% | -3.2% | +32.1% | +29.6% |
| 6M | +91.5% | -16.0% | +107.5% | +98.0% |
| YTD | +78.2% | -25.4% | +103.6% | +90.6% |
| 1Y | +96.6% | -21.6% | +118.2% | +106.1% |
| 3Y | +397.0% | +52.9% | +344.2% | +316.6% |
| 5Y | +218.9% | +47.5% | +171.4% | +155.3% |
| All | +1,340.4% | +313.4% | +1,027.0% | +757.9% |
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