+267.8%
SGI vs CAPR
-77.1%
+345.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.6% | +3.2% | -0.4% |
| 7D | +9.3% | -9.5% | +18.8% | +9.6% |
| 30D | +6.9% | +121.5% | -114.6% | +4.1% |
| 3M | +2.8% | -65.4% | +68.2% | +3.8% |
| 6M | -12.6% | -67.5% | +54.9% | -11.7% |
| YTD | -21.5% | -68.6% | +47.1% | -20.8% |
| 1Y | -18.8% | +42.7% | -61.4% | -26.5% |
| 3Y | +60.8% | +43.4% | +17.5% | +36.5% |
| 5Y | +60.0% | +86.0% | -26.0% | +30.9% |
| 10Y | +267.8% | -77.4% | +345.2% | +170.0% |
| All | +267.8% | -77.1% | +345.0% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CAPR 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling