+303.8%
SGI vs CAPR
-63.2%
+367.0%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.7% | +5.7% | -2.8% |
| 7D | -10.7% | +19.1% | -29.8% | -11.2% |
| 30D | -3.6% | +48.8% | -52.4% | -4.7% |
| 3M | -5.4% | +144.4% | -149.8% | -8.2% |
| 6M | -7.0% | -67.5% | +60.5% | -6.3% |
| YTD | -31.6% | -64.5% | +32.9% | -31.4% |
| 1Y | -33.5% | +74.4% | -108.0% | -40.1% |
| 3Y | +66.5% | +265.7% | -199.2% | +36.2% |
| 5Y | +42.2% | +196.0% | -153.8% | +14.4% |
| All | +303.8% | -63.2% | +367.0% | +183.5% |
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