+303.8%
SGI vs CASY
+550.0%
-246.2%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -1.9% | -2.6% |
| 7D | -10.7% | +2.5% | -13.2% | -11.4% |
| 30D | -3.6% | +10.2% | -13.8% | -6.8% |
| 3M | -5.4% | -15.7% | +10.3% | -0.4% |
| 6M | -7.0% | -18.4% | +11.3% | -2.7% |
| YTD | -31.6% | +28.3% | -59.9% | -40.6% |
| 1Y | -33.5% | +32.6% | -66.1% | -43.2% |
| 3Y | +66.5% | +159.5% | -93.0% | +3.7% |
| 5Y | +42.2% | +263.9% | -221.7% | -25.2% |
| All | +303.8% | +550.0% | -246.2% | +79.1% |
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