+31.8%
CVS vs SGI
+56.1%
-24.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.5% |
| 7D | -1.9% | +0.6% | -2.5% | -2.0% |
| 30D | -0.3% | +5.5% | -5.8% | -0.9% |
| 3M | -1.1% | -3.6% | +2.5% | -1.0% |
| 6M | +23.7% | -15.0% | +38.7% | +25.3% |
| YTD | +23.0% | -23.0% | +46.0% | +25.9% |
| 1Y | +37.2% | -18.4% | +55.6% | +39.2% |
| 3Y | +62.4% | +57.8% | +4.7% | +50.8% |
| 5Y | +31.8% | +51.5% | -19.6% | +18.1% |
| All | +31.8% | +56.1% | -24.3% | +18.1% |
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