-30.8%
SGI vs CHD
+33.5%
-64.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.6% |
| 7D | -5.3% | +3.6% | -9.0% | -7.3% |
| 30D | -2.1% | +10.4% | -12.5% | -6.9% |
| 3M | -8.2% | +12.2% | -20.4% | -13.5% |
| 6M | -4.6% | +19.9% | -24.5% | -13.3% |
| YTD | -31.5% | +36.4% | -67.9% | -38.7% |
| 1Y | -30.8% | +35.1% | -66.0% | -38.2% |
| All | -30.8% | +33.5% | -64.3% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling