+259.2%
SGI vs CHD
+125.6%
+133.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -2.8% |
| 7D | -4.9% | -4.7% | -0.2% | -3.9% |
| 30D | +1.6% | -8.3% | +9.9% | +3.4% |
| 3M | -3.2% | -4.0% | +0.9% | -2.4% |
| 6M | -16.0% | -6.5% | -9.5% | -14.9% |
| YTD | -25.4% | +13.1% | -38.5% | -27.1% |
| 1Y | -21.6% | +2.3% | -23.9% | -22.0% |
| 3Y | +52.9% | +1.8% | +51.1% | +51.3% |
| 5Y | +47.5% | +20.6% | +26.9% | +40.2% |
| All | +259.2% | +125.6% | +133.6% | +201.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling