+1,815.8%
SGI vs CASY
+4,842.5%
-3,026.7%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.2% | -5.0% | -3.7% |
| 7D | +5.3% | +1.8% | +3.5% | +4.5% |
| 30D | +8.2% | +11.2% | -3.0% | +3.4% |
| 3M | -2.2% | -19.1% | +16.9% | +5.6% |
| 6M | -8.4% | -19.9% | +11.5% | -3.1% |
| YTD | -23.4% | +25.2% | -48.6% | -33.5% |
| 1Y | -14.0% | +31.6% | -45.6% | -27.1% |
| 3Y | +78.8% | +155.4% | -76.6% | +9.6% |
| 5Y | +58.6% | +251.5% | -192.9% | -17.0% |
| 10Y | +427.8% | +558.6% | -130.8% | +99.1% |
| All | +1,815.8% | +4,842.5% | -3,026.7% | +210.2% |
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