+1,615.1%
SGI vs MTB
+346.6%
+1,268.5%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -5.3% | +1.5% | -6.9% | -6.1% |
| 30D | -2.1% | +2.3% | -4.4% | -3.2% |
| 3M | -8.2% | -12.1% | +3.9% | -0.7% |
| 6M | -4.6% | +9.8% | -14.4% | -9.6% |
| YTD | -31.5% | +12.0% | -43.5% | -35.6% |
| 1Y | -30.8% | +22.0% | -52.9% | -38.3% |
| 3Y | +67.2% | +107.6% | -40.4% | +5.6% |
| 5Y | +42.5% | +61.9% | -19.4% | +0.4% |
| 10Y | +321.9% | +116.3% | +205.6% | +119.0% |
| All | +1,615.1% | +346.6% | +1,268.5% | +359.0% |
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