+59.3%
SGI vs CAPR
+40.5%
+18.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | +8.5% | -2.0% | +10.5% | +8.5% |
| 30D | +0.7% | +139.2% | -138.5% | +0.3% |
| 3M | +0.6% | -66.4% | +67.0% | +0.7% |
| 6M | -17.9% | -63.1% | +45.2% | -17.8% |
| YTD | -21.2% | -67.4% | +46.3% | -21.1% |
| 1Y | -18.9% | +58.2% | -77.1% | -20.1% |
| All | +59.3% | +40.5% | +18.8% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling