+1,872.3%
SGI vs CHD
+1,821.0%
+51.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +8.5% | -2.7% | +11.2% | +9.8% |
| 30D | +0.7% | -4.6% | +5.3% | +2.7% |
| 3M | +0.6% | +5.0% | -4.4% | -1.8% |
| 6M | -17.9% | -3.2% | -14.7% | -16.9% |
| YTD | -21.2% | +18.6% | -39.8% | -27.2% |
| 1Y | -18.9% | +4.8% | -23.7% | -21.2% |
| 3Y | +52.6% | +6.1% | +46.5% | +44.4% |
| 5Y | +60.7% | +24.0% | +36.8% | +37.9% |
| 10Y | +278.1% | +124.5% | +153.7% | +110.5% |
| All | +1,872.3% | +1,821.0% | +51.3% | +312.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling