+51.5%
SGI vs MTB
+103.4%
-52.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +0.6% | +1.1% | -0.5% | 0.0% |
| 30D | +5.5% | -4.6% | +10.1% | +8.2% |
| 3M | -3.6% | +6.3% | -9.9% | -6.7% |
| 6M | -15.0% | +15.6% | -30.6% | -21.0% |
| YTD | -23.0% | +20.6% | -43.6% | -29.9% |
| 1Y | -18.4% | +22.5% | -40.9% | -26.5% |
| 3Y | +57.8% | +114.4% | -56.7% | +4.0% |
| 5Y | +51.5% | +101.9% | -50.4% | +6.7% |
| All | +51.5% | +103.4% | -52.0% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling