+304.8%
SGI vs CHD
+196.1%
+108.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | -5.3% | +3.6% | -9.0% | -6.1% |
| 30D | -2.1% | +10.4% | -12.5% | -4.1% |
| 3M | -8.2% | +12.2% | -20.4% | -10.5% |
| 6M | -4.6% | +19.9% | -24.5% | -8.3% |
| YTD | -31.5% | +36.4% | -67.9% | -35.7% |
| 1Y | -30.8% | +35.1% | -66.0% | -35.1% |
| 3Y | +67.2% | +29.2% | +38.0% | +57.4% |
| 5Y | +42.5% | +33.4% | +9.1% | +31.7% |
| All | +304.8% | +196.1% | +108.7% | +211.6% |
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