+269.5%
SGI vs CAPR
-76.3%
+345.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | +8.5% | -2.0% | +10.5% | +8.6% |
| 30D | +0.7% | +139.2% | -138.5% | -2.1% |
| 3M | +0.6% | -66.4% | +67.0% | +1.6% |
| 6M | -17.9% | -63.1% | +45.2% | -17.4% |
| YTD | -21.2% | -67.4% | +46.3% | -20.5% |
| 1Y | -18.9% | +58.2% | -77.1% | -27.0% |
| 3Y | +52.6% | +42.2% | +10.4% | +29.8% |
| 5Y | +60.7% | +87.3% | -26.5% | +31.5% |
| All | +269.5% | -76.3% | +345.7% | +170.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling