+333.9%
SGI vs CASY
+565.2%
-231.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.2% |
| 7D | -10.5% | +5.8% | -16.3% | -12.3% |
| 30D | +0.1% | +10.7% | -10.6% | -3.4% |
| 3M | -4.0% | -13.9% | +9.9% | +0.3% |
| 6M | -5.6% | -18.4% | +12.8% | -1.1% |
| YTD | -29.5% | +29.6% | -59.1% | -39.0% |
| 1Y | -31.5% | +32.8% | -64.3% | -41.6% |
| 3Y | +71.6% | +162.3% | -90.7% | +6.4% |
| 5Y | +50.5% | +265.0% | -214.5% | -21.0% |
| 10Y | +333.9% | +555.4% | -221.5% | +88.1% |
| All | +333.9% | +565.2% | -231.3% | +88.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling