+1,105.4%
SGI vs CAPR
-99.1%
+1,204.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.5% |
| 3M | +0.6% | -66.4% | +67.0% | +1.3% |
| 6M | -17.9% | -63.1% | +45.2% | -17.6% |
| YTD | -21.2% | -67.4% | +46.3% | -20.7% |
| 1Y | -18.9% | +58.2% | -77.1% | -24.9% |
| 3Y | +52.6% | +42.2% | +10.4% | +37.1% |
| 5Y | +60.7% | +87.3% | -26.5% | +41.6% |
| 10Y | +278.1% | -75.3% | +353.4% | +210.9% |
| All | +1,105.4% | -99.1% | +1,204.5% | +847.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling