+2.6%
SGI vs CYCU
-99.9%
+102.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.5% |
| 7D | +8.5% | -8.1% | +16.6% | +8.5% |
| 30D | +0.7% | -43.0% | +43.7% | +0.7% |
| 3M | +0.6% | -50.8% | +51.4% | +3.4% |
| 6M | -17.9% | -74.1% | +56.2% | -15.0% |
| YTD | -21.2% | -84.0% | +62.8% | -17.6% |
| 1Y | -18.9% | -92.2% | +73.4% | -17.2% |
| All | +2.6% | -99.9% | +102.5% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CYCU.
Daily Out/Under-Performance
Portfolio return minus CYCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CYCU 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 CYCU 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