+203.2%
SGI vs SITM
+3,319.5%
-3,116.3%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.8% | +1.3% |
| 7D | -5.3% | +6.6% | -11.9% | -6.6% |
| 30D | -2.1% | -15.3% | +13.3% | -0.3% |
| 3M | -8.2% | -35.4% | +27.2% | -2.5% |
| 6M | -4.6% | -46.8% | +42.2% | +2.7% |
| YTD | -31.5% | +25.9% | -57.3% | -41.2% |
| 1Y | -30.8% | +54.0% | -84.8% | -43.7% |
| 3Y | +67.2% | +315.6% | -248.4% | -2.9% |
| 5Y | +42.5% | +74.4% | -31.9% | -9.4% |
| All | +203.2% | +3,319.5% | -3,116.3% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling