+60.0%
SGI vs COO
-39.5%
+99.5%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | +1.0% |
| 7D | +9.3% | -2.3% | +11.6% | +10.6% |
| 30D | +6.9% | -8.8% | +15.7% | +12.1% |
| 3M | +2.8% | +1.3% | +1.5% | +2.0% |
| 6M | -12.6% | -11.6% | -1.0% | -7.0% |
| YTD | -21.5% | -17.4% | -4.1% | -13.4% |
| 1Y | -18.8% | -1.6% | -17.2% | -18.6% |
| 3Y | +60.8% | -22.6% | +83.5% | +73.7% |
| 5Y | +60.0% | -40.3% | +100.3% | +91.8% |
| All | +60.0% | -39.5% | +99.5% | +91.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling