+304.8%
SGI vs CPB
-38.9%
+343.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | -0.1% |
| 7D | -5.3% | -1.6% | -3.8% | -5.2% |
| 30D | -2.1% | +19.2% | -21.3% | -3.5% |
| 3M | -8.2% | -0.9% | -7.2% | -8.3% |
| 6M | -4.6% | +15.2% | -19.8% | -5.7% |
| YTD | -31.5% | -13.1% | -18.4% | -31.0% |
| 1Y | -30.8% | -22.4% | -8.4% | -29.9% |
| 3Y | +67.2% | -35.3% | +102.5% | +70.3% |
| 5Y | +42.5% | -33.0% | +75.5% | +44.9% |
| All | +304.8% | -38.9% | +343.6% | +304.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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