+59.5%
SGI vs CASY
+251.1%
-191.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -3.4% |
| 7D | +5.3% | +1.8% | +3.5% | +4.8% |
| 30D | +8.2% | +11.2% | -3.0% | +5.1% |
| 3M | -2.2% | -19.1% | +16.9% | +3.0% |
| 6M | -8.4% | -19.9% | +11.5% | -4.2% |
| YTD | -23.4% | +25.2% | -48.6% | -32.7% |
| 1Y | -14.0% | +31.6% | -45.6% | -26.1% |
| 3Y | +78.8% | +155.4% | -76.6% | +11.4% |
| All | +59.5% | +251.1% | -191.6% | -21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling