+41.4%
SGI vs CHD
+33.2%
+8.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.2% |
| 7D | -5.3% | +3.6% | -9.0% | -6.4% |
| 30D | -2.1% | +10.4% | -12.5% | -4.8% |
| 3M | -8.2% | +12.2% | -20.4% | -11.2% |
| 6M | -4.6% | +19.9% | -24.5% | -9.4% |
| YTD | -31.5% | +36.4% | -67.9% | -36.8% |
| 1Y | -30.8% | +35.1% | -66.0% | -36.1% |
| 3Y | +67.2% | +29.2% | +38.0% | +54.4% |
| All | +41.4% | +33.2% | +8.1% | +24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling