+1,663.9%
SGI vs CASY
+5,018.7%
-3,354.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.4% |
| 7D | -10.5% | +5.8% | -16.3% | -12.6% |
| 30D | +0.1% | +10.7% | -10.6% | -4.1% |
| 3M | -4.0% | -13.9% | +9.9% | +1.1% |
| 6M | -5.6% | -18.4% | +12.8% | -0.8% |
| YTD | -29.5% | +29.6% | -59.1% | -39.6% |
| 1Y | -31.5% | +32.8% | -64.3% | -42.2% |
| 3Y | +71.6% | +162.3% | -90.7% | +4.0% |
| 5Y | +50.5% | +265.0% | -214.5% | -22.5% |
| 10Y | +333.9% | +555.4% | -221.5% | +64.3% |
| All | +1,663.9% | +5,018.7% | -3,354.8% | +181.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling