+59.2%
SGI vs COO
-22.0%
+81.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.1% |
| 7D | +8.5% | -2.2% | +10.8% | +9.6% |
| 30D | +0.7% | -7.0% | +7.7% | +3.8% |
| 3M | +0.6% | +12.2% | -11.6% | -4.3% |
| 6M | -17.9% | -15.1% | -2.8% | -12.6% |
| YTD | -21.2% | -15.1% | -6.1% | -16.0% |
| 1Y | -18.9% | +2.3% | -21.2% | -19.5% |
| All | +59.2% | -22.0% | +81.2% | +68.5% |
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