+40.0%
CVS vs SGI
+270.1%
-230.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -0.8% |
| 7D | -2.2% | -4.5% | +2.3% | -1.7% |
| 30D | -0.1% | +4.2% | -4.2% | -0.6% |
| 3M | -5.2% | -7.4% | +2.2% | -4.6% |
| 6M | +26.9% | -15.1% | +41.9% | +28.4% |
| YTD | +22.1% | -24.7% | +46.8% | +25.1% |
| 1Y | +30.8% | -21.8% | +52.6% | +33.3% |
| 3Y | +54.4% | +50.0% | +4.3% | +44.5% |
| 5Y | +33.4% | +48.9% | -15.6% | +22.2% |
| All | +40.0% | +270.1% | -230.0% | +10.6% |
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 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