+67.2%
SGI vs COO
-24.0%
+91.3%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -5.3% | +0.5% | -5.8% | -5.5% |
| 30D | -2.1% | +14.2% | -16.2% | -6.9% |
| 3M | -8.2% | -18.2% | +10.0% | -0.7% |
| 6M | -4.6% | +5.3% | -9.9% | -7.3% |
| YTD | -31.5% | -23.6% | -7.9% | -24.1% |
| 1Y | -30.8% | -12.7% | -18.1% | -27.1% |
| 3Y | +67.2% | -24.2% | +91.4% | +66.4% |
| All | +67.2% | -24.0% | +91.3% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling