-18.9%
SGI vs SITM
+174.8%
-193.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.5% | -6.0% | +0.1% |
| 7D | +8.5% | +9.7% | -1.2% | +7.9% |
| 30D | +0.7% | +12.7% | -12.0% | -0.7% |
| 3M | +0.6% | -13.4% | +14.0% | +1.3% |
| 6M | -17.9% | +59.6% | -77.6% | -28.1% |
| YTD | -21.2% | +73.3% | -94.5% | -32.6% |
| 1Y | -18.9% | +165.5% | -184.4% | -38.4% |
| All | -18.9% | +174.8% | -193.6% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling