+60.4%
CVS vs SGI
+319.5%
-259.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | +6.6% | -5.3% | +11.9% | +7.1% |
| 30D | -0.4% | -2.1% | +1.6% | -0.5% |
| 3M | -5.3% | -8.2% | +2.9% | -4.8% |
| 6M | -7.7% | -4.6% | -3.2% | -7.9% |
| YTD | +16.0% | -31.5% | +47.5% | +19.8% |
| 1Y | +16.2% | -30.8% | +47.0% | +19.8% |
| 3Y | +47.6% | +67.2% | -19.6% | +36.0% |
| 5Y | +12.3% | +42.5% | -30.2% | +3.0% |
| All | +60.4% | +319.5% | -259.1% | +27.7% |
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