+53.3%
SGI vs CHD
+1.8%
+51.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.6% |
| 7D | +0.6% | -4.2% | +4.8% | +1.6% |
| 30D | +5.5% | -7.6% | +13.1% | +7.5% |
| 3M | -3.6% | -1.6% | -2.0% | -3.3% |
| 6M | -15.0% | -6.3% | -8.7% | -14.2% |
| YTD | -23.0% | +14.6% | -37.6% | -24.4% |
| 1Y | -18.4% | +1.6% | -20.0% | -18.5% |
| All | +53.3% | +1.8% | +51.5% | +57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling