-30.8%
SGI vs SITM
+47.8%
-78.6%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.8% | +0.2% |
| 7D | -5.3% | +6.6% | -11.9% | -5.2% |
| 30D | -2.1% | -15.3% | +13.3% | -1.7% |
| 3M | -8.2% | -35.4% | +27.2% | -7.5% |
| 6M | -4.6% | -46.8% | +42.2% | -2.4% |
| YTD | -31.5% | +25.9% | -57.3% | -38.5% |
| 1Y | -30.8% | +54.0% | -84.8% | -38.8% |
| All | -30.8% | +47.8% | -78.6% | -38.8% |
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