-16.8%
SGI vs CASY
+43.1%
-60.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.5% | -0.5% |
| 7D | +9.3% | -4.4% | +13.6% | +9.1% |
| 30D | +6.9% | -12.0% | +18.9% | +6.5% |
| 3M | +2.8% | -2.3% | +5.2% | +1.4% |
| 6M | -12.6% | +10.5% | -23.1% | -17.7% |
| YTD | -21.5% | +33.0% | -54.6% | -27.4% |
| All | -16.8% | +43.1% | -60.0% | -23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling