+275.2%
SGI vs COO
+36.7%
+238.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.2% | +4.3% | +1.9% |
| 7D | +0.6% | -9.0% | +9.6% | +6.4% |
| 30D | +5.5% | -16.8% | +22.4% | +17.9% |
| 3M | -3.6% | -7.5% | +3.9% | +0.7% |
| 6M | -15.0% | -16.3% | +1.3% | -5.7% |
| YTD | -23.0% | -22.5% | -0.5% | -10.4% |
| 1Y | -18.4% | -7.0% | -11.4% | -15.8% |
| 3Y | +57.8% | -27.5% | +85.2% | +79.3% |
| 5Y | +51.5% | -43.3% | +94.8% | +101.0% |
| 10Y | +275.2% | +37.6% | +237.6% | +224.7% |
| All | +275.2% | +36.7% | +238.4% | +224.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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