+41.4%
SGI vs CAPR
+172.3%
-130.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.9% | +7.2% | +0.3% |
| 7D | -5.3% | +5.9% | -11.2% | -5.4% |
| 30D | -2.1% | +44.6% | -46.7% | -2.5% |
| 3M | -8.2% | +126.4% | -134.5% | -9.1% |
| 6M | -4.6% | -68.6% | +64.0% | -4.3% |
| YTD | -31.5% | -67.0% | +35.5% | -31.3% |
| 1Y | -30.8% | +65.2% | -96.0% | -33.5% |
| 3Y | +67.2% | +235.6% | -168.4% | +35.3% |
| All | +41.4% | +172.3% | -130.9% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling