+1,070.9%
SGI vs CAPR
-99.1%
+1,170.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.6% | +0.8% | -2.7% |
| 7D | +5.3% | +29.7% | -24.4% | +4.7% |
| 30D | +8.2% | +11.0% | -2.8% | +7.9% |
| 3M | -2.2% | +118.8% | -121.0% | -4.2% |
| 6M | -8.4% | -73.9% | +65.5% | -7.4% |
| YTD | -23.4% | -70.2% | +46.8% | -22.9% |
| 1Y | -14.0% | +38.3% | -52.2% | -20.0% |
| 3Y | +78.8% | +199.7% | -120.9% | +57.7% |
| 5Y | +58.6% | +130.6% | -72.0% | +38.9% |
| 10Y | +427.8% | -68.5% | +496.3% | +332.9% |
| All | +1,070.9% | -99.1% | +1,170.1% | +820.9% |
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