+12.3%
CVS vs SGI
+48.7%
-36.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.6% |
| 7D | +12.0% | -10.5% | +22.4% | +13.0% |
| 30D | +2.8% | +0.1% | +2.6% | +2.4% |
| 3M | -3.6% | -4.0% | +0.4% | -3.6% |
| 6M | -1.6% | -5.6% | +4.0% | -1.7% |
| YTD | +16.3% | -29.5% | +45.8% | +19.6% |
| 1Y | +15.5% | -31.5% | +47.0% | +19.2% |
| 3Y | +48.1% | +71.6% | -23.5% | +36.1% |
| 5Y | +12.3% | +50.5% | -38.2% | -2.2% |
| All | +12.3% | +48.7% | -36.4% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling