+1,078.6%
CVX vs SGI
+2,083.6%
-1,004.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +3.3% | +8.5% | -5.2% | +1.8% |
| 30D | +12.9% | +0.7% | +12.2% | +12.6% |
| 3M | +11.7% | +0.6% | +11.1% | +10.9% |
| 6M | +14.1% | -17.9% | +32.1% | +16.4% |
| YTD | +40.7% | -21.2% | +61.9% | +44.1% |
| 1Y | +37.5% | -18.9% | +56.4% | +39.7% |
| 3Y | +43.9% | +52.6% | -8.7% | +28.0% |
| 5Y | +161.5% | +60.7% | +100.7% | +122.9% |
| 10Y | +215.1% | +278.1% | -63.0% | +108.8% |
| All | +1,078.6% | +2,083.6% | -1,004.9% | +363.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling