+2.5%
SGI vs CYCU
-99.9%
+102.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CYCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.2% | +8.0% | +6.8% |
| 7D | +12.1% | +1.2% | +10.8% | +12.1% |
| 30D | +12.1% | -31.5% | +43.6% | +12.1% |
| 3M | +0.4% | -62.0% | +62.5% | +0.5% |
| 6M | -4.0% | -67.4% | +63.4% | -1.3% |
| YTD | -21.2% | -88.6% | +67.3% | -17.7% |
| 1Y | -12.1% | -88.5% | +76.4% | -8.9% |
| All | +2.5% | -99.9% | +102.4% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling