+56.6%
SGI vs COO
-40.8%
+97.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.5% | +0.8% | +2.0% |
| 7D | -0.2% | +4.3% | -4.5% | -2.3% |
| 30D | +6.6% | +17.6% | -11.0% | -1.8% |
| 3M | +1.8% | -13.9% | +15.7% | +9.3% |
| 6M | -3.9% | +6.6% | -10.4% | -8.3% |
| YTD | -25.2% | -22.0% | -3.2% | -15.5% |
| 1Y | -26.7% | -8.8% | -17.9% | -23.9% |
| 3Y | +86.8% | -21.5% | +108.3% | +96.4% |
| 5Y | +56.6% | -41.0% | +97.7% | +91.5% |
| All | +56.6% | -40.8% | +97.4% | +91.5% |
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 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