+1,007.1%
SGI vs CAPR
-99.1%
+1,106.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +4.7% | -10.1% | -5.5% |
| 7D | +1.0% | +41.1% | -40.1% | +0.2% |
| 30D | +3.9% | +11.1% | -7.2% | +3.6% |
| 3M | -0.8% | +115.3% | -116.1% | -2.8% |
| 6M | -18.0% | -73.8% | +55.9% | -17.0% |
| YTD | -27.6% | -68.8% | +41.2% | -27.2% |
| 1Y | -27.2% | +43.3% | -70.5% | -32.4% |
| 3Y | +76.0% | +214.7% | -138.7% | +55.0% |
| 5Y | +50.0% | +141.3% | -91.3% | +31.2% |
| 10Y | +399.1% | -67.0% | +466.1% | +308.9% |
| All | +1,007.1% | -99.1% | +1,106.2% | +769.8% |
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