-21.8%
SGI vs SITM
+155.7%
-177.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.5% | -4.6% | +0.6% |
| 7D | -4.5% | +3.9% | -8.3% | -4.7% |
| 30D | +4.2% | -6.6% | +10.8% | +4.4% |
| 3M | -7.4% | -11.9% | +4.4% | -6.7% |
| 6M | -15.1% | +81.1% | -96.2% | -26.8% |
| YTD | -24.7% | +80.0% | -104.7% | -35.9% |
| 1Y | -21.8% | +145.8% | -167.6% | -39.8% |
| All | -21.8% | +155.7% | -177.5% | -39.8% |
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