+1,872.3%
SGI vs MTB
+384.5%
+1,487.8%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +8.5% | +1.7% | +6.8% | +7.5% |
| 30D | +0.7% | -4.2% | +4.9% | +3.2% |
| 3M | +0.6% | +8.9% | -8.3% | -4.4% |
| 6M | -17.9% | +10.9% | -28.8% | -22.5% |
| YTD | -21.2% | +21.5% | -42.7% | -29.6% |
| 1Y | -18.9% | +21.9% | -40.8% | -27.9% |
| 3Y | +52.6% | +109.2% | -56.6% | -4.8% |
| 5Y | +60.7% | +102.0% | -41.3% | -1.7% |
| 10Y | +278.1% | +171.9% | +106.2% | +69.2% |
| All | +1,872.3% | +384.5% | +1,487.8% | +401.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling