+60.8%
SGI vs MTB
+118.5%
-57.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.1% |
| 7D | +9.3% | +2.8% | +6.5% | +7.7% |
| 30D | +6.9% | -4.2% | +11.1% | +9.4% |
| 3M | +2.8% | +7.8% | -4.9% | -1.4% |
| 6M | -12.6% | +14.8% | -27.4% | -18.8% |
| YTD | -21.5% | +20.8% | -42.3% | -28.7% |
| 1Y | -18.8% | +23.1% | -41.9% | -27.1% |
| 3Y | +60.8% | +114.8% | -54.0% | +7.2% |
| All | +60.8% | +118.5% | -57.7% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling