+1,872.3%
SGI vs CASY
+5,314.4%
-3,442.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +8.5% | +0.1% | +8.5% | +8.4% |
| 30D | +0.7% | -11.3% | +12.0% | +5.5% |
| 3M | +0.6% | -0.6% | +1.2% | -1.8% |
| 6M | -17.9% | +10.7% | -28.7% | -23.9% |
| YTD | -21.2% | +37.1% | -58.3% | -33.5% |
| 1Y | -18.9% | +52.3% | -71.2% | -35.1% |
| 3Y | +52.6% | +215.2% | -162.6% | -14.3% |
| 5Y | +60.7% | +276.5% | -215.8% | -17.7% |
| 10Y | +278.1% | +508.4% | -230.3% | +48.8% |
| All | +1,872.3% | +5,314.4% | -3,442.2% | +209.9% |
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 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