+42.2%
CVX vs SGI
+59.4%
-17.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.6% |
| 7D | -0.6% | +9.3% | -9.9% | -0.7% |
| 30D | +13.4% | +6.9% | +6.6% | +13.3% |
| 3M | +11.8% | +2.8% | +9.0% | +11.4% |
| 6M | +12.4% | -12.6% | +25.0% | +13.4% |
| YTD | +41.5% | -21.5% | +63.0% | +44.4% |
| 1Y | +41.6% | -18.8% | +60.4% | +43.5% |
| 3Y | +42.2% | +60.8% | -18.6% | +31.4% |
| All | +42.2% | +59.4% | -17.1% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling