+229.9%
SGI vs SITM
+4,532.8%
-4,302.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.1% | -5.2% | -3.5% |
| 7D | -4.9% | +4.8% | -9.7% | -5.9% |
| 30D | +1.6% | -9.7% | +11.3% | +3.2% |
| 3M | -3.2% | -9.3% | +6.2% | -4.1% |
| 6M | -16.0% | +69.5% | -85.6% | -29.6% |
| YTD | -25.4% | +70.5% | -95.9% | -38.4% |
| 1Y | -21.6% | +145.3% | -166.8% | -41.3% |
| 3Y | +52.9% | +432.8% | -379.9% | -13.9% |
| 5Y | +47.5% | +174.0% | -126.5% | -13.9% |
| All | +229.9% | +4,532.8% | -4,302.9% | -6.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling