+130.0%
CVX vs SGI
+41.4%
+88.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +3.4% | -5.3% | +8.7% | +3.8% |
| 30D | -1.0% | -2.1% | +1.1% | -1.0% |
| 3M | +12.2% | -8.2% | +20.4% | +12.6% |
| 6M | +20.3% | -4.6% | +24.9% | +19.7% |
| YTD | +48.3% | -31.5% | +79.8% | +52.4% |
| 1Y | +46.9% | -30.8% | +77.7% | +50.7% |
| 3Y | +73.1% | +67.2% | +5.9% | +56.7% |
| All | +130.0% | +41.4% | +88.6% | +104.2% |
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